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% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'590 CHF | 509'090 CHF | 99.99% | 99.99% |
12.07.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'447 CHF | 508'947 CHF | 100.00% | 100.00% |
11.07.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'431 CHF | 508'931 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'384 CHF | 508'884 CHF | 100.00% | 100.00% |
09.07.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'025 CHF | 509'525 CHF | 100.00% | 100.00% |
08.07.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'630 CHF | 509'130 CHF | 96.64% | 96.64% |
05.07.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'059 CHF | 509'559 CHF | 97.13% | 97.13% |
04.07.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'500 CHF | 510'000 CHF | 99.45% | 99.45% |
03.07.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'500 CHF | 510'000 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'438 CHF | 509'938 CHF | 100.00% | 100.00% |