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% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'020 CHF | 509'520 CHF | 99.37% | 99.37% |
12.07.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'350 CHF | 509'850 CHF | 90.89% | 90.89% |
11.07.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'928 CHF | 509'428 CHF | 99.38% | 99.38% |
10.07.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'571 CHF | 509'071 CHF | 99.35% | 99.35% |
09.07.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'770 CHF | 509'270 CHF | 67.72% | 67.72% |
08.07.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'121 CHF | 508'621 CHF | 99.38% | 99.38% |
05.07.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'823 CHF | 508'323 CHF | 99.07% | 99.07% |
04.07.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'347 CHF | 507'847 CHF | 98.56% | 98.56% |
03.07.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'913 CHF | 506'413 CHF | 99.34% | 99.34% |
02.07.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'871 CHF | 506'371 CHF | 99.37% | 99.37% |