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% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'289 CHF | 509'789 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'686 CHF | 509'186 CHF | 100.00% | 100.00% |
11.07.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'066 CHF | 508'566 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'008 CHF | 510'508 CHF | 100.00% | 100.00% |
09.07.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'816 CHF | 511'316 CHF | 100.00% | 100.00% |
08.07.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'848 CHF | 510'348 CHF | 96.64% | 96.64% |
05.07.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'258 CHF | 510'758 CHF | 100.00% | 100.00% |
04.07.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'005 CHF | 511'505 CHF | 99.45% | 99.45% |
03.07.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'246 CHF | 511'746 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'445 CHF | 510'945 CHF | 100.00% | 100.00% |