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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.31% | 100.10 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'362 CHF | 501'912 CHF | 99.69% | 99.69% |
24.07.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'179 CHF | 504'729 CHF | 100.00% | 100.00% |
23.07.2024 | 0.31% | 100.40 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'048 CHF | 501'597 CHF | 100.00% | 100.00% |
22.07.2024 | 0.31% | 99.90 % | 100.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'554 CHF | 499'102 CHF | 100.00% | 100.00% |
19.07.2024 | 0.31% | 98.70 % | 99.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'862 CHF | 495'409 CHF | 100.00% | 100.00% |
18.07.2024 | 0.31% | 99.00 % | 99.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'760 CHF | 496'296 CHF | 99.30% | 99.30% |
17.07.2024 | 0.31% | 98.80 % | 99.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'294 CHF | 495'844 CHF | 100.00% | 100.00% |
16.07.2024 | 0.31% | 99.10 % | 99.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'980 CHF | 497'530 CHF | 99.78% | 99.78% |
15.07.2024 | 0.31% | 98.70 % | 99.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'364 CHF | 495'912 CHF | 100.00% | 100.00% |
12.07.2024 | 0.31% | 99.00 % | 99.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'326 CHF | 497'869 CHF | 100.00% | 100.00% |