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 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'301 CHF | 516'301 CHF | 100.00% | 100.00% |
12.07.2024 | 0.78% | 102.50 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'439 CHF | 516'439 CHF | 100.00% | 100.00% |
11.07.2024 | 0.78% | 102.50 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'065 CHF | 516'065 CHF | 100.00% | 100.00% |
10.07.2024 | 0.78% | 102.20 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'079 CHF | 515'079 CHF | 100.00% | 100.00% |
09.07.2024 | 0.78% | 102.20 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'451 CHF | 515'451 CHF | 99.58% | 99.58% |
08.07.2024 | 0.78% | 102.20 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'599 CHF | 515'599 CHF | 100.00% | 100.00% |
05.07.2024 | 0.78% | 102.20 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'025 CHF | 515'025 CHF | 100.00% | 100.00% |
04.07.2024 | 0.78% | 102.30 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'113 CHF | 515'113 CHF | 99.45% | 99.45% |
03.07.2024 | 0.78% | 102.10 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'933 CHF | 514'933 CHF | 100.00% | 100.00% |
02.07.2024 | 0.78% | 102.10 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'158 CHF | 514'158 CHF | 100.00% | 100.00% |