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 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'528 CHF | 505'028 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'746 CHF | 505'246 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'017 CHF | 505'517 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'466 CHF | 505'966 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'042 CHF | 505'542 CHF | 99.37% | 99.37% |
08.07.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'114 CHF | 505'614 CHF | 99.35% | 99.35% |
05.07.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'277 CHF | 505'777 CHF | 99.38% | 99.38% |
04.07.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'597 CHF | 506'097 CHF | 99.38% | 99.38% |
03.07.2024 | 0.49% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'818 CHF | 506'318 CHF | 99.38% | 99.38% |
02.07.2024 | 0.49% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'885 CHF | 506'385 CHF | 99.37% | 99.37% |