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% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'049 CHF | 507'549 CHF | 99.37% | 99.37% |
12.07.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'983 CHF | 507'483 CHF | 90.88% | 90.88% |
11.07.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'309 CHF | 506'809 CHF | 99.37% | 99.37% |
10.07.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'230 CHF | 506'730 CHF | 99.36% | 99.36% |
09.07.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'348 CHF | 506'848 CHF | 67.72% | 67.72% |
08.07.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'551 CHF | 507'051 CHF | 99.37% | 99.37% |
05.07.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'559 CHF | 507'059 CHF | 99.07% | 99.07% |
04.07.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'573 CHF | 507'073 CHF | 98.56% | 98.56% |
03.07.2024 | 0.49% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'555 CHF | 507'055 CHF | 99.33% | 99.33% |
02.07.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'143 CHF | 506'643 CHF | 99.38% | 99.38% |