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% | 102.20 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'024 CHF | 512'524 CHF | 100.00% | 100.00% |
12.07.2024 | 0.29% | 102.30 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'259 CHF | 512'759 CHF | 100.00% | 100.00% |
11.07.2024 | 0.29% | 102.20 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'323 CHF | 511'823 CHF | 100.00% | 100.00% |
10.07.2024 | 0.29% | 102.00 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'008 CHF | 511'508 CHF | 100.00% | 100.00% |
09.07.2024 | 0.29% | 102.00 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'474 CHF | 511'974 CHF | 100.00% | 100.00% |
08.07.2024 | 0.29% | 102.00 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'453 CHF | 511'953 CHF | 100.00% | 100.00% |
05.07.2024 | 0.29% | 102.10 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'578 CHF | 512'078 CHF | 97.13% | 97.13% |
04.07.2024 | 0.29% | 102.10 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'901 CHF | 512'401 CHF | 99.45% | 99.45% |
03.07.2024 | 0.29% | 102.20 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'997 CHF | 512'497 CHF | 100.00% | 100.00% |
02.07.2024 | 0.29% | 102.30 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'034 CHF | 512'534 CHF | 100.00% | 100.00% |