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% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'261 CHF | 507'761 CHF | 99.37% | 99.37% |
12.07.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'236 CHF | 507'736 CHF | 90.84% | 90.84% |
11.07.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'198 CHF | 507'698 CHF | 99.37% | 99.37% |
10.07.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'966 CHF | 507'466 CHF | 99.34% | 99.34% |
09.07.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'233 CHF | 507'733 CHF | 67.72% | 67.72% |
08.07.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'230 CHF | 507'730 CHF | 99.37% | 99.37% |
05.07.2024 | 0.49% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'505 CHF | 508'005 CHF | 99.07% | 99.07% |
04.07.2024 | 0.49% | 101.15 % | 101.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'652 CHF | 508'152 CHF | 98.55% | 98.55% |
03.07.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'554 CHF | 508'054 CHF | 99.34% | 99.34% |
02.07.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'574 CHF | 508'074 CHF | 99.38% | 99.38% |