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% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'434 CHF | 507'934 CHF | 99.38% | 99.38% |
12.07.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'651 CHF | 508'151 CHF | 90.88% | 90.88% |
11.07.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'564 CHF | 508'064 CHF | 99.38% | 99.38% |
10.07.2024 | 0.49% | 101.15 % | 101.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'935 CHF | 508'435 CHF | 99.36% | 99.36% |
09.07.2024 | 0.49% | 101.15 % | 101.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'175 CHF | 508'675 CHF | 67.72% | 67.72% |
08.07.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'481 CHF | 508'981 CHF | 99.38% | 99.38% |
05.07.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'354 CHF | 508'854 CHF | 99.07% | 99.07% |
04.07.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'449 CHF | 508'949 CHF | 98.56% | 98.56% |
03.07.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'702 CHF | 509'202 CHF | 99.34% | 99.34% |
02.07.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'464 CHF | 508'964 CHF | 99.38% | 99.38% |