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% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'019 CHF | 513'519 CHF | 99.37% | 99.37% |
12.07.2024 | 0.49% | 102.15 % | 102.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'148 CHF | 512'648 CHF | 90.88% | 90.88% |
11.07.2024 | 0.49% | 101.95 % | 102.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'401 CHF | 511'901 CHF | 99.38% | 99.38% |
10.07.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'644 CHF | 510'144 CHF | 99.35% | 99.35% |
09.07.2024 | 0.49% | 101.55 % | 102.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'650 CHF | 511'150 CHF | 67.72% | 67.72% |
08.07.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'852 CHF | 511'352 CHF | 99.38% | 99.38% |
05.07.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'119 CHF | 511'619 CHF | 99.08% | 99.08% |
04.07.2024 | 0.49% | 101.85 % | 102.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'539 CHF | 511'039 CHF | 98.55% | 98.55% |
03.07.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'994 CHF | 510'494 CHF | 99.34% | 99.34% |
02.07.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'425 CHF | 507'925 CHF | 99.38% | 99.38% |