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% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'443 CHF | 507'943 CHF | 100.00% | 100.00% |
12.07.2024 | 0.30% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'158 CHF | 507'658 CHF | 97.42% | 97.42% |
11.07.2024 | 0.30% | 101.10 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'796 CHF | 506'296 CHF | 100.00% | 100.00% |
10.07.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'495 CHF | 505'995 CHF | 100.00% | 100.00% |
09.07.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'976 CHF | 506'476 CHF | 100.00% | 100.00% |
08.07.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'191 CHF | 505'691 CHF | 100.00% | 100.00% |
05.07.2024 | 0.30% | 100.80 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'413 CHF | 505'913 CHF | 97.13% | 97.13% |
04.07.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'025 CHF | 505'525 CHF | 99.45% | 99.45% |
03.07.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'075 CHF | 505'575 CHF | 100.00% | 100.00% |
02.07.2024 | 0.30% | 100.80 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'304 CHF | 505'804 CHF | 100.00% | 100.00% |