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 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'360 CHF | 505'908 CHF | 100.00% | 100.00% |
12.07.2024 | 0.31% | 101.00 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'700 CHF | 506'243 CHF | 100.00% | 100.00% |
11.07.2024 | 0.31% | 101.00 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'533 CHF | 506'075 CHF | 100.00% | 100.00% |
10.07.2024 | 0.31% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'669 CHF | 505'219 CHF | 100.00% | 100.00% |
09.07.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'222 CHF | 505'772 CHF | 100.00% | 100.00% |
08.07.2024 | 0.31% | 100.90 % | 101.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'449 CHF | 505'998 CHF | 100.00% | 100.00% |
05.07.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'778 CHF | 503'328 CHF | 97.13% | 97.13% |
04.07.2024 | 0.31% | 100.90 % | 101.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'317 CHF | 505'867 CHF | 99.45% | 99.45% |
03.07.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'399 CHF | 505'949 CHF | 100.00% | 100.00% |
02.07.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'594 CHF | 505'142 CHF | 100.00% | 100.00% |