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 | 0.49% | 102.35 % | 102.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'271 CHF | 514'771 CHF | 99.38% | 99.38% |
12.07.2024 | 0.49% | 102.55 % | 103.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'427 CHF | 514'927 CHF | 99.38% | 99.38% |
11.07.2024 | 0.49% | 102.50 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'772 CHF | 514'272 CHF | 99.38% | 99.38% |
10.07.2024 | 0.49% | 102.45 % | 102.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'832 CHF | 515'332 CHF | 99.39% | 99.39% |
09.07.2024 | 0.49% | 102.65 % | 103.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'485 CHF | 515'985 CHF | 99.37% | 99.37% |
08.07.2024 | 0.49% | 102.55 % | 103.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'163 CHF | 515'663 CHF | 99.35% | 99.35% |
05.07.2024 | 0.49% | 102.55 % | 103.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'912 CHF | 515'412 CHF | 99.39% | 99.39% |
04.07.2024 | 0.49% | 102.60 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'997 CHF | 515'497 CHF | 99.38% | 99.38% |
03.07.2024 | 0.49% | 102.65 % | 103.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'191 CHF | 515'691 CHF | 99.39% | 99.39% |
02.07.2024 | 0.49% | 102.70 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'628 CHF | 516'128 CHF | 99.37% | 99.37% |