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 | 508'422 CHF | 510'922 CHF | 99.37% | 99.37% |
12.07.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'568 CHF | 511'068 CHF | 99.39% | 99.39% |
11.07.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'930 CHF | 510'430 CHF | 99.37% | 99.37% |
10.07.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'031 CHF | 510'531 CHF | 99.37% | 99.37% |
09.07.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'960 CHF | 509'460 CHF | 99.38% | 99.38% |
08.07.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'230 CHF | 509'730 CHF | 99.36% | 99.36% |
05.07.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'022 CHF | 509'522 CHF | 99.34% | 99.34% |
04.07.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'596 CHF | 509'096 CHF | 99.17% | 99.17% |
03.07.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'940 CHF | 509'440 CHF | 99.17% | 99.17% |
02.07.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'917 CHF | 508'417 CHF | 98.67% | 98.67% |