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% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'064 CHF | 508'564 CHF | 99.37% | 99.37% |
12.07.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'978 CHF | 508'478 CHF | 90.88% | 90.88% |
11.07.2024 | 0.49% | 101.15 % | 101.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'504 CHF | 508'004 CHF | 99.37% | 99.37% |
10.07.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'079 CHF | 507'579 CHF | 99.35% | 99.35% |
09.07.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'608 CHF | 508'108 CHF | 67.72% | 67.72% |
08.07.2024 | 0.49% | 101.15 % | 101.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'774 CHF | 508'274 CHF | 99.38% | 99.38% |
05.07.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'372 CHF | 508'872 CHF | 99.08% | 99.08% |
04.07.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'343 CHF | 508'843 CHF | 98.55% | 98.55% |
03.07.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'634 CHF | 509'134 CHF | 99.34% | 99.34% |
02.07.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'128 CHF | 508'628 CHF | 99.38% | 99.38% |