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% | 101.85 % | 102.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'001 CHF | 511'501 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 101.81 % | 102.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'724 CHF | 511'224 CHF | 78.76% | 78.76% |
11.07.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'962 CHF | 510'462 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 101.48 % | 101.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'764 CHF | 510'264 CHF | 94.73% | 94.73% |
09.07.2024 | 0.49% | 101.36 % | 101.86 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'199 CHF | 509'699 CHF | 97.77% | 97.77% |
08.07.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'312 CHF | 509'812 CHF | 99.77% | 99.77% |
05.07.2024 | 0.49% | 101.52 % | 102.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'070 CHF | 509'570 CHF | 100.00% | 100.00% |
04.07.2024 | 0.49% | 101.26 % | 101.76 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'606 CHF | 509'106 CHF | 98.25% | 98.25% |
03.07.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'329 CHF | 507'829 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 101.04 % | 101.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'363 CHF | 506'863 CHF | 100.00% | 100.00% |