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% | 100.80 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'000 CHF | 505'500 CHF | 100.00% | 100.00% |
12.07.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'012 CHF | 505'512 CHF | 100.00% | 100.00% |
11.07.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'595 CHF | 505'095 CHF | 100.00% | 100.00% |
10.07.2024 | 0.30% | 100.80 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'524 CHF | 505'024 CHF | 100.00% | 100.00% |
09.07.2024 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'065 CHF | 505'565 CHF | 100.00% | 100.00% |
08.07.2024 | 0.30% | 100.60 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'258 CHF | 504'758 CHF | 100.00% | 100.00% |
05.07.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'846 CHF | 505'346 CHF | 97.13% | 97.13% |
04.07.2024 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'358 CHF | 504'858 CHF | 99.46% | 99.46% |
03.07.2024 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'204 CHF | 504'704 CHF | 100.00% | 100.00% |
02.07.2024 | 0.30% | 100.20 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'532 CHF | 502'032 CHF | 100.00% | 100.00% |