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% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'007 CHF | 509'507 CHF | 99.38% | 99.38% |
12.07.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'037 CHF | 509'537 CHF | 90.88% | 90.88% |
11.07.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'748 CHF | 509'248 CHF | 99.37% | 99.37% |
10.07.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'971 CHF | 509'471 CHF | 99.35% | 99.35% |
09.07.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'409 CHF | 509'909 CHF | 67.72% | 67.72% |
08.07.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'315 CHF | 509'815 CHF | 99.37% | 99.37% |
05.07.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'272 CHF | 508'772 CHF | 99.08% | 99.08% |
04.07.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'580 CHF | 509'080 CHF | 98.55% | 98.55% |
03.07.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'091 CHF | 509'591 CHF | 99.34% | 99.34% |
02.07.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'599 CHF | 509'099 CHF | 99.38% | 99.38% |