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 | 504'788 CHF | 507'288 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'118 CHF | 506'618 CHF | 100.00% | 100.00% |
11.07.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'483 CHF | 505'983 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'183 CHF | 507'683 CHF | 100.00% | 100.00% |
09.07.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'653 CHF | 509'153 CHF | 100.00% | 100.00% |
08.07.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'621 CHF | 508'121 CHF | 96.64% | 96.64% |
05.07.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'776 CHF | 507'276 CHF | 97.13% | 97.13% |
04.07.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'501 CHF | 510'001 CHF | 99.45% | 99.45% |
03.07.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'834 CHF | 510'334 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'890 CHF | 509'390 CHF | 100.00% | 100.00% |