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% | 102.00 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'360 CHF | 512'860 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 102.10 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'548 CHF | 513'048 CHF | 100.00% | 100.00% |
11.07.2024 | 0.49% | 102.10 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'392 CHF | 512'892 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 102.00 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'927 CHF | 511'427 CHF | 100.00% | 100.00% |
09.07.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'392 CHF | 509'892 CHF | 99.67% | 99.67% |
08.07.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'288 CHF | 510'788 CHF | 100.00% | 100.00% |
05.07.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'659 CHF | 510'159 CHF | 100.00% | 100.00% |
04.07.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'605 CHF | 511'105 CHF | 99.45% | 99.45% |
03.07.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'438 CHF | 510'938 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'082 CHF | 508'582 CHF | 100.00% | 100.00% |