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% | 102.70 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'799 CHF | 517'799 CHF | 98.59% | 98.59% |
12.07.2024 | 0.78% | 102.20 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'912 CHF | 514'912 CHF | 100.00% | 100.00% |
11.07.2024 | 0.78% | 102.10 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'997 CHF | 513'997 CHF | 100.00% | 100.00% |
10.07.2024 | 0.78% | 102.00 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'000 CHF | 514'000 CHF | 100.00% | 100.00% |
09.07.2024 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'105 CHF | 513'105 CHF | 99.59% | 99.59% |
08.07.2024 | 0.78% | 101.90 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'866 CHF | 513'866 CHF | 100.00% | 100.00% |
05.07.2024 | 0.78% | 102.00 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'401 CHF | 514'401 CHF | 96.58% | 96.58% |
04.07.2024 | 0.79% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'488 CHF | 511'488 CHF | 99.46% | 99.46% |
03.07.2024 | 0.78% | 101.60 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'799 CHF | 511'799 CHF | 100.00% | 100.00% |
02.07.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'461 CHF | 510'461 CHF | 100.00% | 100.00% |