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% | 101.00 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'000 CHF | 506'500 CHF | 100.00% | 100.00% |
12.07.2024 | 0.30% | 101.10 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'982 CHF | 506'482 CHF | 100.00% | 100.00% |
11.07.2024 | 0.30% | 101.10 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'559 CHF | 506'059 CHF | 100.00% | 100.00% |
10.07.2024 | 0.30% | 101.00 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'524 CHF | 506'024 CHF | 100.00% | 100.00% |
09.07.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'988 CHF | 506'488 CHF | 100.00% | 100.00% |
08.07.2024 | 0.30% | 100.80 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'254 CHF | 505'754 CHF | 100.00% | 100.00% |
05.07.2024 | 0.30% | 101.10 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'818 CHF | 506'318 CHF | 97.13% | 97.13% |
04.07.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'358 CHF | 505'858 CHF | 99.45% | 99.45% |
03.07.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'216 CHF | 505'716 CHF | 100.00% | 100.00% |
02.07.2024 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'594 CHF | 503'094 CHF | 100.00% | 100.00% |