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% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'201 CHF | 508'701 CHF | 99.37% | 99.37% |
12.07.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'178 CHF | 508'678 CHF | 90.88% | 90.88% |
11.07.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'172 CHF | 508'672 CHF | 99.37% | 99.37% |
10.07.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'916 CHF | 508'416 CHF | 99.35% | 99.35% |
09.07.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'219 CHF | 508'719 CHF | 67.72% | 67.72% |
08.07.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'211 CHF | 508'711 CHF | 99.37% | 99.37% |
05.07.2024 | 0.49% | 101.15 % | 101.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'462 CHF | 508'962 CHF | 99.07% | 99.07% |
04.07.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'645 CHF | 509'145 CHF | 98.55% | 98.55% |
03.07.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'552 CHF | 509'052 CHF | 99.34% | 99.34% |
02.07.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'580 CHF | 509'080 CHF | 99.38% | 99.38% |