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 | 0.80% | 100.60 % | 101.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'896 CHF | 506'944 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.40 % | 101.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'952 CHF | 505'995 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.60 % | 101.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'574 CHF | 506'616 CHF | 100.00% | 100.00% |
10.07.2024 | 0.81% | 100.20 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'677 CHF | 504'727 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 100.20 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'028 CHF | 505'078 CHF | 99.27% | 99.27% |
08.07.2024 | 0.80% | 100.20 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'627 CHF | 505'676 CHF | 100.00% | 100.00% |
05.07.2024 | 0.81% | 100.20 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'027 CHF | 505'077 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.30 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'467 CHF | 505'517 CHF | 99.45% | 99.45% |
03.07.2024 | 0.80% | 100.30 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'332 CHF | 505'382 CHF | 100.00% | 100.00% |
02.07.2024 | 0.81% | 100.30 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'709 CHF | 504'757 CHF | 100.00% | 100.00% |