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 | 0.30% | 101.60 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'667 CHF | 509'167 CHF | 100.00% | 100.00% |
12.07.2024 | 0.29% | 101.60 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'886 CHF | 509'386 CHF | 100.00% | 100.00% |
11.07.2024 | 0.29% | 101.60 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'990 CHF | 509'490 CHF | 100.00% | 100.00% |
10.07.2024 | 0.29% | 101.60 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'000 CHF | 509'500 CHF | 100.00% | 100.00% |
09.07.2024 | 0.29% | 101.60 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'000 CHF | 509'500 CHF | 100.00% | 100.00% |
08.07.2024 | 0.29% | 101.60 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'000 CHF | 509'500 CHF | 100.00% | 100.00% |
05.07.2024 | 0.29% | 101.60 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'000 CHF | 509'500 CHF | 100.00% | 100.00% |
04.07.2024 | 0.29% | 101.60 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'000 CHF | 509'500 CHF | 99.46% | 99.46% |
03.07.2024 | 0.29% | 101.60 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'000 CHF | 509'500 CHF | 100.00% | 100.00% |
02.07.2024 | 0.29% | 101.60 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'010 CHF | 509'510 CHF | 100.00% | 100.00% |