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% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'529 CHF | 510'029 CHF | 99.37% | 99.37% |
12.07.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'987 CHF | 509'487 CHF | 99.38% | 99.38% |
11.07.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'416 CHF | 509'916 CHF | 99.37% | 99.37% |
10.07.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'159 CHF | 509'659 CHF | 99.38% | 99.38% |
09.07.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'259 CHF | 509'759 CHF | 99.38% | 99.38% |
08.07.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'750 CHF | 510'250 CHF | 99.36% | 99.36% |
05.07.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'246 CHF | 510'746 CHF | 99.35% | 99.35% |
04.07.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'603 CHF | 510'103 CHF | 99.17% | 99.17% |
03.07.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'307 CHF | 510'807 CHF | 99.17% | 99.17% |
02.07.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'792 CHF | 510'292 CHF | 98.67% | 98.67% |