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% | 102.05 % | 102.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'015 CHF | 512'515 CHF | 99.37% | 99.37% |
12.07.2024 | 0.49% | 102.00 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'124 CHF | 512'624 CHF | 90.84% | 90.84% |
11.07.2024 | 0.49% | 102.05 % | 102.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'324 CHF | 512'824 CHF | 99.37% | 99.37% |
10.07.2024 | 0.49% | 102.15 % | 102.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'653 CHF | 513'153 CHF | 99.35% | 99.35% |
09.07.2024 | 0.49% | 102.15 % | 102.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'750 CHF | 513'250 CHF | 67.71% | 67.71% |
08.07.2024 | 0.49% | 102.15 % | 102.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'220 CHF | 512'720 CHF | 99.37% | 99.37% |
05.07.2024 | 0.49% | 102.00 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'916 CHF | 512'416 CHF | 99.07% | 99.07% |
04.07.2024 | 0.49% | 102.10 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'686 CHF | 513'186 CHF | 98.56% | 98.56% |
03.07.2024 | 0.49% | 102.10 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'354 CHF | 512'854 CHF | 99.34% | 99.34% |
02.07.2024 | 0.49% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'693 CHF | 513'193 CHF | 99.37% | 99.37% |