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% | 102.15 % | 102.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'732 CHF | 513'232 CHF | 99.38% | 99.38% |
12.07.2024 | 0.49% | 102.15 % | 102.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'780 CHF | 513'280 CHF | 90.88% | 90.88% |
11.07.2024 | 0.49% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'434 CHF | 512'934 CHF | 99.38% | 99.38% |
10.07.2024 | 0.49% | 102.15 % | 102.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'382 CHF | 512'882 CHF | 99.35% | 99.35% |
09.07.2024 | 0.49% | 102.05 % | 102.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'785 CHF | 513'285 CHF | 67.72% | 67.72% |
08.07.2024 | 0.49% | 102.25 % | 102.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'063 CHF | 513'563 CHF | 99.37% | 99.37% |
05.07.2024 | 0.49% | 102.00 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'291 CHF | 512'791 CHF | 99.07% | 99.07% |
04.07.2024 | 0.49% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'546 CHF | 513'046 CHF | 98.56% | 98.56% |
03.07.2024 | 0.49% | 102.15 % | 102.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'057 CHF | 512'557 CHF | 99.34% | 99.34% |
02.07.2024 | 0.49% | 101.85 % | 102.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'256 CHF | 510'756 CHF | 99.38% | 99.38% |