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% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'639 CHF | 511'139 CHF | 99.38% | 99.38% |
12.07.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'750 CHF | 511'250 CHF | 99.38% | 99.38% |
11.07.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'746 CHF | 511'246 CHF | 99.38% | 99.38% |
10.07.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'806 CHF | 511'306 CHF | 99.37% | 99.37% |
09.07.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'529 CHF | 511'029 CHF | 99.37% | 99.37% |
08.07.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'828 CHF | 511'328 CHF | 99.35% | 99.35% |
05.07.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'748 CHF | 511'248 CHF | 99.38% | 99.38% |
04.07.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'974 CHF | 511'474 CHF | 99.38% | 99.38% |
03.07.2024 | 0.49% | 101.85 % | 102.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'008 CHF | 511'508 CHF | 99.38% | 99.38% |
02.07.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'537 CHF | 511'037 CHF | 99.38% | 99.38% |