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% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'935 CHF | 513'435 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 102.30 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'113 CHF | 513'613 CHF | 100.00% | 100.00% |
11.07.2024 | 0.29% | 102.50 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'164 CHF | 513'664 CHF | 100.00% | 100.00% |
10.07.2024 | 0.29% | 102.20 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'000 CHF | 512'500 CHF | 100.00% | 100.00% |
09.07.2024 | 0.49% | 102.00 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'056 CHF | 512'556 CHF | 100.00% | 100.00% |
08.07.2024 | 0.29% | 102.20 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'482 CHF | 512'982 CHF | 100.00% | 100.00% |
05.07.2024 | 0.29% | 102.50 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'149 CHF | 513'649 CHF | 97.13% | 97.13% |
04.07.2024 | 0.29% | 102.10 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'576 CHF | 512'076 CHF | 99.45% | 99.45% |
03.07.2024 | 0.29% | 102.30 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'612 CHF | 513'112 CHF | 100.00% | 100.00% |
02.07.2024 | 0.29% | 101.90 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'584 CHF | 511'084 CHF | 100.00% | 100.00% |