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% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'000 CHF | 507'500 CHF | 100.00% | 100.00% |
12.07.2024 | 0.30% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'000 CHF | 507'500 CHF | 100.00% | 100.00% |
11.07.2024 | 0.30% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'000 CHF | 507'500 CHF | 100.00% | 100.00% |
10.07.2024 | 0.30% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'186 CHF | 507'686 CHF | 100.00% | 100.00% |
09.07.2024 | 0.30% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'156 CHF | 507'656 CHF | 99.67% | 99.67% |
08.07.2024 | 0.30% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'000 CHF | 507'500 CHF | 100.00% | 100.00% |
05.07.2024 | 0.30% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'490 CHF | 507'990 CHF | 100.00% | 100.00% |
04.07.2024 | 0.30% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'433 CHF | 507'933 CHF | 99.45% | 99.45% |
03.07.2024 | 0.30% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'191 CHF | 507'691 CHF | 100.00% | 100.00% |
02.07.2024 | 0.30% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'000 CHF | 507'500 CHF | 100.00% | 100.00% |