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% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'342 CHF | 507'842 CHF | 100.00% | 100.00% |
12.07.2024 | 0.30% | 101.40 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'537 CHF | 508'037 CHF | 100.00% | 100.00% |
11.07.2024 | 0.30% | 101.40 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'203 CHF | 507'703 CHF | 100.00% | 100.00% |
10.07.2024 | 0.30% | 101.00 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'914 CHF | 506'414 CHF | 100.00% | 100.00% |
09.07.2024 | 0.30% | 101.00 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'275 CHF | 506'775 CHF | 100.00% | 100.00% |
08.07.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'640 CHF | 506'140 CHF | 100.00% | 100.00% |
05.07.2024 | 0.30% | 100.80 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'317 CHF | 505'817 CHF | 97.13% | 97.13% |
04.07.2024 | 0.30% | 100.80 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'978 CHF | 505'478 CHF | 99.45% | 99.45% |
03.07.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'448 CHF | 505'948 CHF | 100.00% | 100.00% |
02.07.2024 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'225 CHF | 504'725 CHF | 100.00% | 100.00% |