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% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'250 CHF | 506'750 CHF | 99.38% | 99.38% |
12.07.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'250 CHF | 506'750 CHF | 99.38% | 99.38% |
11.07.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'483 CHF | 506'983 CHF | 99.38% | 99.38% |
10.07.2024 | 0.49% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'746 CHF | 507'246 CHF | 99.38% | 99.38% |
09.07.2024 | 0.49% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'750 CHF | 507'250 CHF | 99.37% | 99.37% |
08.07.2024 | 0.49% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'750 CHF | 507'250 CHF | 99.34% | 99.34% |
05.07.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'974 CHF | 507'474 CHF | 99.37% | 99.37% |
04.07.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'000 CHF | 507'500 CHF | 99.37% | 99.37% |
03.07.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'250 CHF | 507'750 CHF | 99.38% | 99.38% |
02.07.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'250 CHF | 507'750 CHF | 99.37% | 99.37% |