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% | 100.99 % | 101.49 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'950 CHF | 507'450 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 100.99 % | 101.49 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'950 CHF | 507'450 CHF | 78.76% | 78.76% |
11.07.2024 | 0.49% | 100.98 % | 101.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'900 CHF | 507'400 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 100.97 % | 101.47 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'850 CHF | 507'350 CHF | 94.74% | 94.74% |
09.07.2024 | 0.49% | 100.97 % | 101.47 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'850 CHF | 507'350 CHF | 97.75% | 97.75% |
08.07.2024 | 0.49% | 100.96 % | 101.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'800 CHF | 507'300 CHF | 99.77% | 99.77% |
05.07.2024 | 0.49% | 100.96 % | 101.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'800 CHF | 507'300 CHF | 100.00% | 100.00% |
04.07.2024 | 0.49% | 100.96 % | 101.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'800 CHF | 507'300 CHF | 98.25% | 98.25% |
03.07.2024 | 0.49% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'750 CHF | 507'250 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 100.94 % | 101.44 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'700 CHF | 507'200 CHF | 100.00% | 100.00% |