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% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'808 CHF | 509'308 CHF | 99.38% | 99.38% |
12.07.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'585 CHF | 509'085 CHF | 99.38% | 99.38% |
11.07.2024 | 0.49% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'709 CHF | 513'209 CHF | 99.37% | 99.37% |
10.07.2024 | 0.49% | 102.05 % | 102.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'339 CHF | 512'839 CHF | 99.38% | 99.38% |
09.07.2024 | 0.49% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'351 CHF | 513'851 CHF | 99.38% | 99.38% |
08.07.2024 | 0.49% | 102.35 % | 102.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'445 CHF | 513'945 CHF | 99.36% | 99.36% |
05.07.2024 | 0.49% | 102.15 % | 102.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'664 CHF | 513'164 CHF | 99.34% | 99.34% |
04.07.2024 | 0.49% | 102.15 % | 102.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'503 CHF | 513'003 CHF | 99.17% | 99.17% |
03.07.2024 | 0.49% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'931 CHF | 512'431 CHF | 99.17% | 99.17% |
02.07.2024 | 0.49% | 101.15 % | 101.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'694 CHF | 507'194 CHF | 98.67% | 98.67% |