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% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'000 CHF | 511'500 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'986 CHF | 511'486 CHF | 100.00% | 100.00% |
11.07.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'000 CHF | 511'500 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'000 CHF | 511'500 CHF | 100.00% | 100.00% |
09.07.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'000 CHF | 511'500 CHF | 99.67% | 99.67% |
08.07.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'000 CHF | 511'500 CHF | 100.00% | 100.00% |
05.07.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'097 CHF | 511'597 CHF | 97.13% | 97.13% |
04.07.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'205 CHF | 511'705 CHF | 99.45% | 99.45% |
03.07.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'027 CHF | 511'527 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'500 CHF | 512'000 CHF | 100.00% | 100.00% |