Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'897 CHF | 502'444 CHF | 100.00% | 100.00% |
12.07.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'970 CHF | 502'513 CHF | 100.00% | 100.00% |
11.07.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'480 CHF | 503'980 CHF | 100.00% | 100.00% |
10.07.2024 | 0.31% | 99.60 % | 99.91 % | 500'000 | 500'000 | 500'000 | 499'980 | 497'005 CHF | 498'535 CHF | 100.00% | 100.00% |
09.07.2024 | 0.31% | 99.40 % | 99.71 % | 500'000 | 500'000 | 500'000 | 499'589 | 496'379 CHF | 497'521 CHF | 99.67% | 99.67% |
08.07.2024 | 0.31% | 99.30 % | 99.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'007 CHF | 499'555 CHF | 100.00% | 100.00% |
05.07.2024 | 0.31% | 99.90 % | 100.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'841 CHF | 501'391 CHF | 97.11% | 97.11% |
04.07.2024 | 0.31% | 100.00 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'920 CHF | 501'470 CHF | 99.45% | 99.45% |
03.07.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'522 CHF | 502'072 CHF | 100.00% | 100.00% |
02.07.2024 | 0.31% | 99.50 % | 99.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'868 CHF | 498'416 CHF | 100.00% | 100.00% |