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% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'561 CHF | 509'061 CHF | 99.38% | 99.38% |
12.07.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'018 CHF | 509'518 CHF | 99.38% | 99.38% |
11.07.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'599 CHF | 509'099 CHF | 99.38% | 99.38% |
10.07.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'131 CHF | 508'631 CHF | 99.38% | 99.38% |
09.07.2024 | 0.49% | 101.15 % | 101.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'959 CHF | 508'459 CHF | 99.37% | 99.37% |
08.07.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'957 CHF | 508'457 CHF | 99.35% | 99.35% |
05.07.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'164 CHF | 508'664 CHF | 99.38% | 99.38% |
04.07.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'997 CHF | 508'497 CHF | 99.38% | 99.38% |
03.07.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'803 CHF | 508'303 CHF | 99.38% | 99.38% |
02.07.2024 | 0.49% | 101.15 % | 101.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'001 CHF | 507'501 CHF | 99.37% | 99.37% |