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 | 0.78% | 102.50 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'645 CHF | 516'645 CHF | 100.00% | 100.00% |
12.07.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'903 CHF | 515'903 CHF | 100.00% | 100.00% |
11.07.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'724 CHF | 515'724 CHF | 100.00% | 100.00% |
10.07.2024 | 0.78% | 102.20 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'993 CHF | 514'993 CHF | 100.00% | 100.00% |
09.07.2024 | 0.78% | 102.10 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'200 CHF | 515'200 CHF | 99.58% | 99.58% |
08.07.2024 | 0.78% | 102.30 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'870 CHF | 515'870 CHF | 100.00% | 100.00% |
05.07.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'899 CHF | 515'899 CHF | 100.00% | 100.00% |
04.07.2024 | 0.78% | 102.30 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'123 CHF | 515'123 CHF | 99.46% | 99.46% |
03.07.2024 | 0.78% | 102.20 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'762 CHF | 514'762 CHF | 100.00% | 100.00% |
02.07.2024 | 0.78% | 102.10 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'979 CHF | 513'979 CHF | 100.00% | 100.00% |