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 | 505'251 CHF | 507'751 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'040 CHF | 507'540 CHF | 100.00% | 100.00% |
11.07.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'152 CHF | 507'652 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'985 CHF | 506'485 CHF | 100.00% | 100.00% |
09.07.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'922 CHF | 505'422 CHF | 99.67% | 99.67% |
08.07.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'860 CHF | 506'360 CHF | 100.00% | 100.00% |
05.07.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'486 CHF | 503'986 CHF | 100.00% | 100.00% |
04.07.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'308 CHF | 506'808 CHF | 99.45% | 99.45% |
03.07.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'090 CHF | 506'590 CHF | 100.00% | 100.00% |
02.07.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'230 CHF | 504'730 CHF | 100.00% | 100.00% |