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% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'760 CHF | 510'260 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'154 CHF | 509'654 CHF | 100.00% | 100.00% |
11.07.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'207 CHF | 509'707 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'510 CHF | 510'010 CHF | 100.00% | 100.00% |
09.07.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'369 CHF | 510'869 CHF | 100.00% | 100.00% |
08.07.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'796 CHF | 510'296 CHF | 96.64% | 96.64% |
05.07.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'103 CHF | 510'603 CHF | 100.00% | 100.00% |
04.07.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'508 CHF | 511'008 CHF | 99.45% | 99.45% |
03.07.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'683 CHF | 511'183 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'315 CHF | 510'815 CHF | 100.00% | 100.00% |