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 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'860 CHF | 502'408 CHF | 99.66% | 99.66% |
12.07.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'638 CHF | 502'181 CHF | 100.00% | 100.00% |
11.07.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'706 CHF | 502'249 CHF | 100.00% | 100.00% |
10.07.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'532 CHF | 502'082 CHF | 98.57% | 98.57% |
09.07.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'000 CHF | 502'550 CHF | 100.00% | 100.00% |
08.07.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'405 CHF | 502'954 CHF | 100.00% | 100.00% |
05.07.2024 | 0.31% | 100.10 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'465 CHF | 502'015 CHF | 97.13% | 97.13% |
04.07.2024 | 0.31% | 100.00 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'924 CHF | 501'474 CHF | 99.45% | 99.45% |
03.07.2024 | 0.31% | 99.80 % | 100.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'000 CHF | 500'550 CHF | 100.00% | 100.00% |
02.07.2024 | 0.31% | 99.70 % | 100.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'469 CHF | 500'017 CHF | 100.00% | 100.00% |