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% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'333 CHF | 510'833 CHF | 99.37% | 99.37% |
12.07.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'092 CHF | 510'592 CHF | 90.88% | 90.88% |
11.07.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'993 CHF | 510'493 CHF | 99.37% | 99.37% |
10.07.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'080 CHF | 510'580 CHF | 99.35% | 99.35% |
09.07.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'262 CHF | 510'762 CHF | 67.73% | 67.73% |
08.07.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'480 CHF | 510'980 CHF | 99.38% | 99.38% |
05.07.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'524 CHF | 511'024 CHF | 99.08% | 99.08% |
04.07.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'744 CHF | 511'244 CHF | 98.55% | 98.55% |
03.07.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'965 CHF | 511'465 CHF | 99.34% | 99.34% |
02.07.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'532 CHF | 511'032 CHF | 99.38% | 99.38% |