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 | 0.49% | 100.76 % | 101.26 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'433 CHF | 50'683 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 100.95 % | 101.45 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'450 CHF | 50'700 CHF | 78.49% | 78.49% |
11.07.2024 | 0.50% | 100.67 % | 101.17 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'287 CHF | 50'537 CHF | 100.00% | 100.00% |
10.07.2024 | 0.50% | 100.13 % | 100.63 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'025 CHF | 50'275 CHF | 94.72% | 94.72% |
09.07.2024 | 0.50% | 100.12 % | 100.62 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'137 CHF | 50'387 CHF | 97.77% | 97.77% |
08.07.2024 | 0.50% | 100.07 % | 100.57 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'050 CHF | 50'300 CHF | 99.78% | 99.78% |
05.07.2024 | 0.50% | 100.06 % | 100.56 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'070 CHF | 50'320 CHF | 100.00% | 100.00% |