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% | 102.05 % | 102.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'793 CHF | 513'293 CHF | 99.38% | 99.38% |
12.07.2024 | 0.49% | 102.10 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'498 CHF | 512'998 CHF | 99.38% | 99.38% |
11.07.2024 | 0.49% | 102.10 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'581 CHF | 513'081 CHF | 99.38% | 99.38% |
10.07.2024 | 0.49% | 102.15 % | 102.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'741 CHF | 513'241 CHF | 99.39% | 99.39% |
09.07.2024 | 0.49% | 102.15 % | 102.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'742 CHF | 513'242 CHF | 99.37% | 99.37% |
08.07.2024 | 0.49% | 102.10 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'523 CHF | 513'023 CHF | 99.37% | 99.37% |
05.07.2024 | 0.49% | 102.10 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'606 CHF | 513'106 CHF | 99.35% | 99.35% |
04.07.2024 | 0.49% | 102.15 % | 102.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'750 CHF | 513'250 CHF | 99.17% | 99.17% |
03.07.2024 | 0.49% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'932 CHF | 513'432 CHF | 99.17% | 99.17% |
02.07.2024 | 0.49% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'794 CHF | 513'294 CHF | 98.67% | 98.67% |