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% | 102.25 % | 102.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'242 CHF | 513'742 CHF | 99.37% | 99.37% |
12.07.2024 | 0.49% | 102.25 % | 102.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'111 CHF | 513'611 CHF | 90.88% | 90.88% |
11.07.2024 | 0.49% | 102.30 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'289 CHF | 513'789 CHF | 99.37% | 99.37% |
10.07.2024 | 0.49% | 102.30 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'398 CHF | 513'898 CHF | 99.35% | 99.35% |
09.07.2024 | 0.49% | 102.25 % | 102.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'535 CHF | 514'035 CHF | 67.72% | 67.72% |
08.07.2024 | 0.49% | 102.35 % | 102.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'728 CHF | 514'228 CHF | 99.37% | 99.37% |
05.07.2024 | 0.49% | 102.35 % | 102.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'706 CHF | 514'206 CHF | 99.07% | 99.07% |
04.07.2024 | 0.49% | 102.30 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'748 CHF | 514'248 CHF | 98.56% | 98.56% |
03.07.2024 | 0.49% | 102.40 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'796 CHF | 514'296 CHF | 99.34% | 99.34% |
02.07.2024 | 0.49% | 102.35 % | 102.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'638 CHF | 514'138 CHF | 99.38% | 99.38% |