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% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'551 CHF | 507'051 CHF | 99.16% | 99.16% |
12.07.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'991 CHF | 507'491 CHF | 99.39% | 99.39% |
11.07.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'915 CHF | 507'415 CHF | 99.37% | 99.37% |
10.07.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'013 CHF | 507'513 CHF | 98.93% | 98.93% |
09.07.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'494 CHF | 507'994 CHF | 99.38% | 99.38% |
08.07.2024 | 0.49% | 101.15 % | 101.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'910 CHF | 508'410 CHF | 99.36% | 99.36% |
05.07.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'000 CHF | 508'500 CHF | 99.35% | 99.35% |
04.07.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'168 CHF | 508'668 CHF | 99.17% | 99.17% |
03.07.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'634 CHF | 508'134 CHF | 99.17% | 99.17% |
02.07.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'998 CHF | 507'498 CHF | 98.66% | 98.66% |