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% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'631 CHF | 505'131 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'540 CHF | 505'040 CHF | 100.00% | 100.00% |
11.07.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'514 CHF | 505'014 CHF | 100.00% | 100.00% |
10.07.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'307 CHF | 504'807 CHF | 100.00% | 100.00% |
09.07.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'455 CHF | 504'955 CHF | 100.00% | 100.00% |
08.07.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'413 CHF | 504'913 CHF | 100.00% | 100.00% |
05.07.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'319 CHF | 504'819 CHF | 100.00% | 100.00% |
04.07.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'421 CHF | 504'921 CHF | 100.00% | 100.00% |
03.07.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'475 CHF | 504'975 CHF | 100.00% | 100.00% |
02.07.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'908 CHF | 504'408 CHF | 100.00% | 100.00% |