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% | 101.06 % | 101.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'162 CHF | 508'662 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'699 CHF | 510'199 CHF | 78.76% | 78.76% |
11.07.2024 | 0.49% | 101.39 % | 101.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'273 CHF | 508'773 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 101.79 % | 102.29 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'955 CHF | 513'455 CHF | 94.73% | 94.73% |
09.07.2024 | 0.49% | 101.73 % | 102.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'750 CHF | 512'250 CHF | 97.75% | 97.75% |
08.07.2024 | 0.49% | 102.31 % | 102.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'189 CHF | 514'689 CHF | 99.77% | 99.77% |
05.07.2024 | 0.49% | 102.57 % | 103.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'453 CHF | 515'953 CHF | 100.00% | 100.00% |
04.07.2024 | 0.49% | 102.69 % | 103.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'054 CHF | 515'554 CHF | 98.26% | 98.26% |
03.07.2024 | 0.49% | 102.71 % | 103.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'157 CHF | 513'657 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 101.21 % | 101.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'217 CHF | 507'717 CHF | 100.00% | 100.00% |