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 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'717 CHF | 505'217 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'997 CHF | 505'497 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'223 CHF | 505'723 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'646 CHF | 505'146 CHF | 99.39% | 99.39% |
09.07.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'069 CHF | 504'569 CHF | 99.37% | 99.37% |
08.07.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'728 CHF | 505'228 CHF | 99.35% | 99.35% |
05.07.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'349 CHF | 504'849 CHF | 99.38% | 99.38% |
04.07.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'318 CHF | 504'818 CHF | 99.38% | 99.38% |
03.07.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'019 CHF | 504'519 CHF | 99.38% | 99.38% |
02.07.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'527 CHF | 504'027 CHF | 99.37% | 99.37% |