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% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'808 CHF | 509'308 CHF | 100.00% | 100.00% |
12.07.2024 | 0.29% | 101.70 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'101 CHF | 509'601 CHF | 100.00% | 100.00% |
11.07.2024 | 0.29% | 101.70 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'723 CHF | 510'223 CHF | 100.00% | 100.00% |
10.07.2024 | 0.29% | 101.70 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'786 CHF | 510'286 CHF | 100.00% | 100.00% |
09.07.2024 | 0.29% | 101.90 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'823 CHF | 511'323 CHF | 100.00% | 100.00% |
08.07.2024 | 0.29% | 101.80 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'177 CHF | 510'677 CHF | 100.00% | 100.00% |
05.07.2024 | 0.29% | 101.80 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'228 CHF | 510'728 CHF | 96.93% | 96.93% |
04.07.2024 | 0.29% | 101.80 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'257 CHF | 510'757 CHF | 99.45% | 99.45% |
03.07.2024 | 0.29% | 101.80 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'383 CHF | 510'883 CHF | 100.00% | 100.00% |
02.07.2024 | 0.29% | 101.70 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'343 CHF | 509'843 CHF | 100.00% | 100.00% |