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% | 102.80 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'116 CHF | 516'616 CHF | 99.38% | 99.38% |
12.07.2024 | 0.49% | 102.80 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'823 CHF | 516'323 CHF | 99.38% | 99.38% |
11.07.2024 | 0.49% | 102.80 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'065 CHF | 516'565 CHF | 99.38% | 99.38% |
10.07.2024 | 0.49% | 102.85 % | 103.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'141 CHF | 516'641 CHF | 99.38% | 99.38% |
09.07.2024 | 0.48% | 102.80 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'245 CHF | 516'745 CHF | 99.37% | 99.37% |
08.07.2024 | 0.48% | 102.85 % | 103.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'405 CHF | 516'905 CHF | 99.35% | 99.35% |
05.07.2024 | 0.49% | 102.80 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'003 CHF | 516'503 CHF | 99.38% | 99.38% |
04.07.2024 | 0.49% | 102.75 % | 103.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'730 CHF | 516'230 CHF | 99.38% | 99.38% |
03.07.2024 | 0.49% | 102.75 % | 103.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'587 CHF | 516'087 CHF | 99.38% | 99.38% |
02.07.2024 | 0.49% | 102.60 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'815 CHF | 515'315 CHF | 99.38% | 99.38% |