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% | 102.50 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'886 CHF | 516'886 CHF | 100.00% | 100.00% |
12.07.2024 | 0.78% | 102.50 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'506 CHF | 516'506 CHF | 100.00% | 100.00% |
11.07.2024 | 0.78% | 102.60 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'987 CHF | 516'987 CHF | 100.00% | 100.00% |
10.07.2024 | 0.78% | 102.60 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'509 CHF | 516'509 CHF | 100.00% | 100.00% |
09.07.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'017 CHF | 516'017 CHF | 99.58% | 99.58% |
08.07.2024 | 0.78% | 102.60 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'965 CHF | 516'965 CHF | 100.00% | 100.00% |
05.07.2024 | 0.78% | 102.60 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'063 CHF | 517'063 CHF | 100.00% | 100.00% |
04.07.2024 | 0.78% | 102.80 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'716 CHF | 517'716 CHF | 99.45% | 99.45% |
03.07.2024 | 0.78% | 102.80 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'889 CHF | 517'889 CHF | 100.00% | 100.00% |
02.07.2024 | 0.78% | 102.70 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'153 CHF | 517'153 CHF | 100.00% | 100.00% |