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 | 0.30% | 101.10 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'500 CHF | 507'000 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'118 CHF | 507'618 CHF | 100.00% | 100.00% |
11.07.2024 | 0.30% | 101.00 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'000 CHF | 506'500 CHF | 99.97% | 100.00% |
10.07.2024 | 0.30% | 101.00 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'000 CHF | 506'500 CHF | 100.00% | 100.00% |
09.07.2024 | 0.30% | 101.00 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'000 CHF | 506'500 CHF | 100.00% | 100.00% |
08.07.2024 | 0.30% | 101.00 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'000 CHF | 506'500 CHF | 100.00% | 100.00% |
05.07.2024 | 0.30% | 101.00 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'061 CHF | 506'561 CHF | 97.13% | 97.13% |
04.07.2024 | 0.30% | 101.00 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'502 CHF | 506'002 CHF | 99.45% | 99.45% |
03.07.2024 | 0.30% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'864 CHF | 507'364 CHF | 100.00% | 100.00% |
02.07.2024 | 0.30% | 101.20 % | 101.50 % | 500'000 | 500'000 | 499'688 | 500'000 | 505'282 CHF | 507'097 CHF | 100.00% | 100.00% |