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 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'053 CHF | 512'053 CHF | 99.99% | 99.99% |
12.07.2024 | 0.79% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'764 CHF | 510'764 CHF | 100.00% | 100.00% |
11.07.2024 | 0.78% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'967 CHF | 511'967 CHF | 100.00% | 100.00% |
10.07.2024 | 0.78% | 101.60 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'925 CHF | 511'925 CHF | 100.00% | 100.00% |
09.07.2024 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'969 CHF | 512'969 CHF | 100.00% | 100.00% |
08.07.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'642 CHF | 512'642 CHF | 100.00% | 100.00% |
05.07.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'094 CHF | 513'094 CHF | 97.13% | 97.13% |
04.07.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'520 CHF | 513'520 CHF | 99.45% | 99.45% |
03.07.2024 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 497'073 | 493'509 | 505'899 CHF | 506'219 CHF | 100.00% | 100.00% |
02.07.2024 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'941 CHF | 511'941 CHF | 100.00% | 100.00% |