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 | 506'900 CHF | 509'400 CHF | 99.38% | 99.38% |
12.07.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'566 CHF | 509'066 CHF | 99.38% | 99.38% |
11.07.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'839 CHF | 509'339 CHF | 99.38% | 99.38% |
10.07.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'704 CHF | 509'204 CHF | 99.38% | 99.38% |
09.07.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'800 CHF | 509'300 CHF | 99.38% | 99.38% |
08.07.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'209 CHF | 509'709 CHF | 99.36% | 99.36% |
05.07.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'627 CHF | 510'127 CHF | 99.36% | 99.36% |
04.07.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'169 CHF | 509'669 CHF | 99.17% | 99.17% |
03.07.2024 | 0.49% | 101.55 % | 102.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'798 CHF | 510'298 CHF | 99.17% | 99.17% |
02.07.2024 | 0.49% | 101.55 % | 102.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'489 CHF | 509'989 CHF | 98.66% | 98.66% |