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% | 102.10 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'663 CHF | 512'163 CHF | 100.00% | 100.00% |
12.07.2024 | 0.29% | 102.10 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'509 CHF | 512'009 CHF | 100.00% | 100.00% |
11.07.2024 | 0.29% | 102.20 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'372 CHF | 511'872 CHF | 99.93% | 99.93% |
10.07.2024 | 0.29% | 102.00 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'622 CHF | 511'122 CHF | 99.97% | 99.97% |
09.07.2024 | 0.29% | 101.70 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'890 CHF | 510'390 CHF | 99.64% | 99.64% |
08.07.2024 | 0.29% | 101.80 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'828 CHF | 511'328 CHF | 100.00% | 100.00% |
05.07.2024 | 0.29% | 101.90 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'503 CHF | 511'003 CHF | 97.13% | 97.13% |
04.07.2024 | 0.29% | 101.90 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'754 CHF | 511'254 CHF | 99.45% | 99.45% |
03.07.2024 | 0.29% | 101.90 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'189 CHF | 510'689 CHF | 100.00% | 100.00% |
02.07.2024 | 0.29% | 101.70 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'350 CHF | 509'850 CHF | 99.97% | 99.97% |