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 | 0.29% | 102.80 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'913 CHF | 515'413 CHF | 100.00% | 100.00% |
12.07.2024 | 0.29% | 103.00 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'061 CHF | 516'561 CHF | 100.00% | 100.00% |
11.07.2024 | 0.29% | 102.70 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'865 CHF | 515'365 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 102.60 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'029 CHF | 515'529 CHF | 100.00% | 100.00% |
09.07.2024 | 0.29% | 102.90 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'066 CHF | 515'566 CHF | 100.00% | 100.00% |
08.07.2024 | 0.29% | 102.80 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'306 CHF | 515'806 CHF | 100.00% | 100.00% |
05.07.2024 | 0.29% | 102.80 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'007 CHF | 515'507 CHF | 97.13% | 97.13% |
04.07.2024 | 0.49% | 102.80 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'930 CHF | 516'430 CHF | 99.45% | 99.45% |
03.07.2024 | 0.49% | 102.70 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'768 CHF | 516'268 CHF | 100.00% | 100.00% |
02.07.2024 | 0.29% | 102.90 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'406 CHF | 515'906 CHF | 100.00% | 100.00% |