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% | 101.21 % | 101.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'075 CHF | 508'575 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 101.21 % | 101.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'051 CHF | 508'551 CHF | 78.49% | 78.49% |
11.07.2024 | 0.49% | 101.21 % | 101.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'017 CHF | 508'517 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 101.19 % | 101.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'963 CHF | 508'463 CHF | 94.72% | 94.72% |
09.07.2024 | 0.49% | 101.17 % | 101.67 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'879 CHF | 508'379 CHF | 97.75% | 97.75% |
08.07.2024 | 0.49% | 101.17 % | 101.67 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'881 CHF | 508'381 CHF | 99.79% | 99.79% |
05.07.2024 | 0.49% | 101.17 % | 101.67 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'803 CHF | 508'303 CHF | 100.00% | 100.00% |
04.07.2024 | 0.49% | 101.16 % | 101.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'810 CHF | 508'310 CHF | 98.26% | 98.26% |
03.07.2024 | 0.49% | 101.14 % | 101.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'614 CHF | 508'114 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 101.11 % | 101.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'591 CHF | 508'091 CHF | 100.00% | 100.00% |