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% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'726 CHF | 512'226 CHF | 99.38% | 99.38% |
12.07.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'189 CHF | 511'689 CHF | 99.38% | 99.38% |
11.07.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'680 CHF | 511'180 CHF | 99.38% | 99.38% |
10.07.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'691 CHF | 511'191 CHF | 99.38% | 99.38% |
09.07.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'796 CHF | 511'296 CHF | 99.37% | 99.37% |
08.07.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'808 CHF | 511'308 CHF | 99.36% | 99.36% |
05.07.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'975 CHF | 511'475 CHF | 99.38% | 99.38% |
04.07.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'736 CHF | 511'236 CHF | 99.38% | 99.38% |
03.07.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'405 CHF | 510'905 CHF | 99.39% | 99.39% |
02.07.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'860 CHF | 510'360 CHF | 99.37% | 99.37% |