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 | 504'870 CHF | 507'370 CHF | 99.38% | 99.38% |
12.07.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'849 CHF | 507'349 CHF | 90.88% | 90.88% |
11.07.2024 | 0.49% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'744 CHF | 507'244 CHF | 99.37% | 99.37% |
10.07.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'410 CHF | 506'910 CHF | 99.35% | 99.35% |
09.07.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'717 CHF | 507'217 CHF | 67.71% | 67.71% |
08.07.2024 | 0.49% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'689 CHF | 507'189 CHF | 99.38% | 99.38% |
05.07.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'964 CHF | 507'464 CHF | 99.08% | 99.08% |
04.07.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'098 CHF | 507'598 CHF | 98.54% | 98.54% |
03.07.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'998 CHF | 507'498 CHF | 99.34% | 99.34% |
02.07.2024 | 0.49% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'946 CHF | 507'446 CHF | 99.38% | 99.38% |