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% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'743 CHF | 507'243 CHF | 99.38% | 99.38% |
12.07.2024 | 0.49% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'532 CHF | 507'032 CHF | 90.88% | 90.88% |
11.07.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'449 CHF | 507'949 CHF | 99.38% | 99.38% |
10.07.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'500 CHF | 508'000 CHF | 99.35% | 99.35% |
09.07.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'616 CHF | 508'116 CHF | 67.73% | 67.73% |
08.07.2024 | 0.49% | 101.15 % | 101.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'750 CHF | 508'250 CHF | 99.37% | 99.37% |
05.07.2024 | 0.49% | 101.15 % | 101.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'743 CHF | 508'243 CHF | 99.08% | 99.08% |
04.07.2024 | 0.49% | 101.15 % | 101.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'750 CHF | 508'250 CHF | 98.56% | 98.56% |
03.07.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'773 CHF | 508'273 CHF | 99.34% | 99.34% |
02.07.2024 | 0.49% | 101.15 % | 101.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'571 CHF | 508'071 CHF | 99.38% | 99.38% |