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 | 1.00% | 99.40 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'101 CHF | 503'101 CHF | 100.00% | 100.00% |
12.07.2024 | 1.01% | 99.30 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'495 CHF | 499'495 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'867 CHF | 496'867 CHF | 100.00% | 100.00% |
10.07.2024 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'869 CHF | 493'869 CHF | 100.00% | 100.00% |
09.07.2024 | 1.02% | 96.90 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'245 CHF | 491'245 CHF | 99.59% | 99.59% |
08.07.2024 | 1.01% | 97.60 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'712 CHF | 495'712 CHF | 100.00% | 100.00% |
05.07.2024 | 0.81% | 98.20 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'392 CHF | 496'392 CHF | 100.00% | 100.00% |
04.07.2024 | 0.82% | 97.90 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'341 CHF | 492'341 CHF | 99.45% | 99.45% |
03.07.2024 | 1.02% | 97.70 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'782 CHF | 492'782 CHF | 100.00% | 100.00% |
02.07.2024 | 1.03% | 96.60 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'954 CHF | 486'954 CHF | 100.00% | 100.00% |