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% | 102.45 % | 102.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'327 CHF | 514'827 CHF | 99.38% | 99.38% |
12.07.2024 | 0.49% | 102.50 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'228 CHF | 514'728 CHF | 99.38% | 99.38% |
11.07.2024 | 0.49% | 102.45 % | 102.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'446 CHF | 514'946 CHF | 99.38% | 99.38% |
10.07.2024 | 0.49% | 102.50 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'638 CHF | 515'138 CHF | 99.38% | 99.38% |
09.07.2024 | 0.49% | 102.55 % | 103.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'856 CHF | 515'356 CHF | 99.37% | 99.37% |
08.07.2024 | 0.49% | 102.60 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'884 CHF | 515'384 CHF | 99.34% | 99.34% |
05.07.2024 | 0.49% | 102.60 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'754 CHF | 515'254 CHF | 99.38% | 99.38% |
04.07.2024 | 0.49% | 102.55 % | 103.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'712 CHF | 515'212 CHF | 99.38% | 99.38% |
03.07.2024 | 0.49% | 102.60 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'796 CHF | 515'296 CHF | 99.38% | 99.38% |
02.07.2024 | 0.49% | 102.50 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'263 CHF | 514'763 CHF | 99.37% | 99.37% |