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% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'298 CHF | 507'798 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'699 CHF | 505'199 CHF | 100.00% | 100.00% |
11.07.2024 | 0.49% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'529 CHF | 507'029 CHF | 99.93% | 99.93% |
10.07.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'800 CHF | 507'300 CHF | 100.00% | 100.00% |
09.07.2024 | 0.49% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'964 CHF | 508'464 CHF | 99.93% | 99.93% |
08.07.2024 | 0.50% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'710 CHF | 506'210 CHF | 100.00% | 100.00% |
05.07.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'127 CHF | 503'627 CHF | 100.00% | 100.00% |
04.07.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'615 CHF | 503'115 CHF | 100.00% | 100.00% |
03.07.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'789 CHF | 503'289 CHF | 99.93% | 99.93% |
02.07.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'516 CHF | 500'016 CHF | 100.00% | 100.00% |