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% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'973 CHF | 509'473 CHF | 99.38% | 99.38% |
12.07.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'293 CHF | 508'793 CHF | 90.88% | 90.88% |
11.07.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'452 CHF | 508'952 CHF | 99.38% | 99.38% |
10.07.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'000 CHF | 508'500 CHF | 99.36% | 99.36% |
09.07.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'250 CHF | 508'750 CHF | 67.72% | 67.72% |
08.07.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'523 CHF | 509'023 CHF | 99.37% | 99.37% |
05.07.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'757 CHF | 509'257 CHF | 99.08% | 99.08% |
04.07.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'385 CHF | 508'885 CHF | 98.55% | 98.55% |
03.07.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'477 CHF | 508'977 CHF | 99.34% | 99.34% |
02.07.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'851 CHF | 508'351 CHF | 99.38% | 99.38% |