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% | 101.67 % | 102.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'630 CHF | 511'130 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'385 CHF | 510'885 CHF | 78.49% | 78.49% |
11.07.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'959 CHF | 510'459 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 101.61 % | 102.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'188 CHF | 510'688 CHF | 94.72% | 94.72% |
09.07.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'496 CHF | 510'996 CHF | 97.75% | 97.75% |
08.07.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'696 CHF | 511'196 CHF | 99.79% | 99.79% |
05.07.2024 | 0.49% | 101.71 % | 102.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'568 CHF | 511'068 CHF | 100.00% | 100.00% |
04.07.2024 | 0.49% | 101.72 % | 102.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'614 CHF | 511'114 CHF | 98.26% | 98.26% |
03.07.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'588 CHF | 511'088 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 101.69 % | 102.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'603 CHF | 511'103 CHF | 100.00% | 100.00% |