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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'348 CHF | 509'848 CHF | 97.86% | 97.86% |
24.07.2024 | 0.49% | 101.55 % | 102.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'733 CHF | 510'233 CHF | 93.52% | 93.52% |
23.07.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'870 CHF | 510'370 CHF | 96.68% | 96.68% |
22.07.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'679 CHF | 509'179 CHF | 97.67% | 97.67% |
19.07.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'280 CHF | 508'780 CHF | 97.94% | 97.94% |
18.07.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'795 CHF | 509'295 CHF | 99.33% | 99.33% |
17.07.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'656 CHF | 509'156 CHF | 99.37% | 99.37% |
16.07.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'983 CHF | 509'483 CHF | 99.38% | 99.38% |
15.07.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'715 CHF | 509'215 CHF | 99.38% | 99.38% |
12.07.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'619 CHF | 509'119 CHF | 99.39% | 99.39% |