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% | 100.78 % | 101.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'900 CHF | 506'400 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 100.77 % | 101.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'850 CHF | 506'350 CHF | 78.75% | 78.75% |
11.07.2024 | 0.49% | 100.77 % | 101.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'850 CHF | 506'350 CHF | 100.00% | 100.00% |
10.07.2024 | 0.50% | 100.76 % | 101.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'800 CHF | 506'300 CHF | 94.74% | 94.74% |
09.07.2024 | 0.50% | 100.76 % | 101.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'800 CHF | 506'300 CHF | 97.77% | 97.77% |
08.07.2024 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'750 CHF | 506'250 CHF | 99.76% | 99.76% |
05.07.2024 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'750 CHF | 506'250 CHF | 100.00% | 100.00% |
04.07.2024 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'750 CHF | 506'250 CHF | 98.25% | 98.25% |
03.07.2024 | 0.50% | 100.73 % | 101.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'650 CHF | 506'150 CHF | 100.00% | 100.00% |
02.07.2024 | 0.50% | 100.73 % | 101.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'650 CHF | 506'150 CHF | 100.00% | 100.00% |