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% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'260 CHF | 512'260 CHF | 100.00% | 100.00% |
12.07.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'353 CHF | 512'353 CHF | 100.00% | 100.00% |
11.07.2024 | 0.78% | 102.00 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'353 CHF | 513'353 CHF | 100.00% | 100.00% |
10.07.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'155 CHF | 512'155 CHF | 100.00% | 100.00% |
09.07.2024 | 0.78% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'157 CHF | 512'157 CHF | 99.59% | 99.59% |
08.07.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'378 CHF | 511'378 CHF | 100.00% | 100.00% |
05.07.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'402 CHF | 513'402 CHF | 100.00% | 100.00% |
04.07.2024 | 0.78% | 102.00 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'173 CHF | 514'173 CHF | 99.45% | 99.45% |
03.07.2024 | 0.78% | 102.10 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'266 CHF | 514'266 CHF | 99.99% | 99.99% |
02.07.2024 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'955 CHF | 511'955 CHF | 100.00% | 100.00% |