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% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'738 CHF | 509'238 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'475 CHF | 508'975 CHF | 100.00% | 100.00% |
11.07.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'905 CHF | 509'405 CHF | 99.99% | 99.99% |
10.07.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'471 CHF | 508'971 CHF | 100.00% | 100.00% |
09.07.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'353 CHF | 508'853 CHF | 100.00% | 100.00% |
08.07.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'390 CHF | 508'890 CHF | 100.00% | 100.00% |
05.07.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'265 CHF | 505'765 CHF | 97.13% | 97.13% |
04.07.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'455 CHF | 508'955 CHF | 99.45% | 99.45% |
03.07.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'807 CHF | 508'307 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'998 CHF | 508'498 CHF | 100.00% | 100.00% |