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% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'706 CHF | 510'206 CHF | 99.38% | 99.38% |
12.07.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'456 CHF | 509'956 CHF | 99.38% | 99.38% |
11.07.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'301 CHF | 509'801 CHF | 99.38% | 99.38% |
10.07.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'339 CHF | 509'839 CHF | 99.39% | 99.39% |
09.07.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'493 CHF | 509'993 CHF | 99.37% | 99.37% |
08.07.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'508 CHF | 510'008 CHF | 99.36% | 99.36% |
05.07.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'571 CHF | 510'071 CHF | 99.35% | 99.35% |
04.07.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'682 CHF | 510'182 CHF | 99.17% | 99.17% |
03.07.2024 | 0.49% | 101.55 % | 102.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'650 CHF | 510'150 CHF | 99.17% | 99.17% |
02.07.2024 | 0.49% | 101.55 % | 102.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'657 CHF | 510'157 CHF | 98.67% | 98.67% |