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% | 100.50 % | 100.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'914 CHF | 504'461 CHF | 100.00% | 100.00% |
12.07.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'000 CHF | 504'543 CHF | 100.00% | 100.00% |
11.07.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'473 CHF | 505'015 CHF | 100.00% | 100.00% |
10.07.2024 | 0.31% | 100.50 % | 100.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'068 CHF | 503'618 CHF | 100.00% | 100.00% |
09.07.2024 | 0.31% | 100.50 % | 100.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'720 CHF | 504'270 CHF | 100.00% | 100.00% |
08.07.2024 | 0.31% | 100.50 % | 100.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'197 CHF | 503'746 CHF | 100.00% | 100.00% |
05.07.2024 | 0.31% | 100.10 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'908 CHF | 502'458 CHF | 97.13% | 97.13% |
04.07.2024 | 0.31% | 100.50 % | 100.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'495 CHF | 504'045 CHF | 99.45% | 99.45% |
03.07.2024 | 0.31% | 100.50 % | 100.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'379 CHF | 503'929 CHF | 100.00% | 100.00% |
02.07.2024 | 0.31% | 100.40 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'011 CHF | 503'559 CHF | 100.00% | 100.00% |