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% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'094 CHF | 511'594 CHF | 99.38% | 99.38% |
12.07.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'977 CHF | 511'477 CHF | 99.38% | 99.38% |
11.07.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'065 CHF | 511'565 CHF | 99.37% | 99.37% |
10.07.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'950 CHF | 511'450 CHF | 99.39% | 99.39% |
09.07.2024 | 0.49% | 101.85 % | 102.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'217 CHF | 511'717 CHF | 99.37% | 99.37% |
08.07.2024 | 0.49% | 101.85 % | 102.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'206 CHF | 511'706 CHF | 99.37% | 99.37% |
05.07.2024 | 0.49% | 101.85 % | 102.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'375 CHF | 511'875 CHF | 99.36% | 99.36% |
04.07.2024 | 0.49% | 101.85 % | 102.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'208 CHF | 511'708 CHF | 99.17% | 99.17% |
03.07.2024 | 0.49% | 101.85 % | 102.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'501 CHF | 512'001 CHF | 99.17% | 99.17% |
02.07.2024 | 0.49% | 101.85 % | 102.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'219 CHF | 511'719 CHF | 98.67% | 98.67% |