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 | 0.30% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'685 CHF | 508'185 CHF | 100.00% | 100.00% |
12.07.2024 | 0.30% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'080 CHF | 508'580 CHF | 100.00% | 100.00% |
11.07.2024 | 0.30% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'931 CHF | 508'431 CHF | 100.00% | 100.00% |
10.07.2024 | 0.30% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'078 CHF | 507'578 CHF | 100.00% | 100.00% |
09.07.2024 | 0.30% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'622 CHF | 508'122 CHF | 100.00% | 100.00% |
08.07.2024 | 0.30% | 101.40 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'888 CHF | 508'388 CHF | 100.00% | 100.00% |
05.07.2024 | 0.30% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'619 CHF | 508'119 CHF | 97.13% | 97.13% |
04.07.2024 | 0.30% | 101.40 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'733 CHF | 508'233 CHF | 99.45% | 99.45% |
03.07.2024 | 0.30% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'897 CHF | 508'397 CHF | 100.00% | 100.00% |
02.07.2024 | 0.30% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'096 CHF | 507'596 CHF | 100.00% | 100.00% |