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 | 0.48% | 102.95 % | 103.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'875 CHF | 517'375 CHF | 99.38% | 99.38% |
12.07.2024 | 0.48% | 103.00 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'855 CHF | 517'355 CHF | 99.38% | 99.38% |
11.07.2024 | 0.48% | 103.05 % | 103.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'840 CHF | 517'340 CHF | 99.38% | 99.38% |
10.07.2024 | 0.48% | 103.00 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'394 CHF | 517'894 CHF | 99.38% | 99.38% |
09.07.2024 | 0.48% | 103.05 % | 103.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'507 CHF | 517'007 CHF | 99.37% | 99.37% |
08.07.2024 | 0.48% | 102.90 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'583 CHF | 517'083 CHF | 99.35% | 99.35% |
05.07.2024 | 0.48% | 103.05 % | 103.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'097 CHF | 517'597 CHF | 99.38% | 99.38% |
04.07.2024 | 0.48% | 103.00 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'502 CHF | 517'002 CHF | 99.38% | 99.38% |
03.07.2024 | 0.48% | 102.90 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'501 CHF | 517'001 CHF | 99.38% | 99.38% |
02.07.2024 | 0.48% | 102.90 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'464 CHF | 516'964 CHF | 99.38% | 99.38% |