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 | 0.50% | 100.67 % | 101.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'362 CHF | 505'862 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 100.67 % | 101.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'304 CHF | 505'804 CHF | 78.49% | 78.49% |
11.07.2024 | 0.50% | 100.66 % | 101.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'264 CHF | 505'764 CHF | 100.00% | 100.00% |
10.07.2024 | 0.50% | 100.63 % | 101.13 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'145 CHF | 505'645 CHF | 94.72% | 94.72% |
09.07.2024 | 0.50% | 100.62 % | 101.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'121 CHF | 505'621 CHF | 97.75% | 97.75% |
08.07.2024 | 0.50% | 100.62 % | 101.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'100 CHF | 505'600 CHF | 99.78% | 99.78% |
05.07.2024 | 0.50% | 100.63 % | 101.13 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'061 CHF | 505'561 CHF | 100.00% | 100.00% |
04.07.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'000 CHF | 505'500 CHF | 98.26% | 98.26% |
03.07.2024 | 0.50% | 100.62 % | 101.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'044 CHF | 505'544 CHF | 100.00% | 100.00% |
02.07.2024 | 0.50% | 100.58 % | 101.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'843 CHF | 505'343 CHF | 100.00% | 100.00% |