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 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'446 CHF | 506'946 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'351 CHF | 506'851 CHF | 100.00% | 100.00% |
11.07.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'331 CHF | 506'831 CHF | 100.00% | 100.00% |
10.07.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'783 CHF | 505'333 CHF | 100.00% | 100.00% |
09.07.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'296 CHF | 505'846 CHF | 100.00% | 100.00% |
08.07.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'407 CHF | 506'907 CHF | 100.00% | 100.00% |
05.07.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'090 CHF | 503'590 CHF | 97.13% | 97.13% |
04.07.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'435 CHF | 506'935 CHF | 99.45% | 99.45% |
03.07.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'206 CHF | 506'706 CHF | 100.00% | 100.00% |
02.07.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'922 CHF | 504'470 CHF | 100.00% | 100.00% |