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% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'110 CHF | 506'610 CHF | 99.38% | 99.38% |
12.07.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'113 CHF | 506'613 CHF | 90.88% | 90.88% |
11.07.2024 | 0.50% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'548 CHF | 506'048 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'403 CHF | 504'903 CHF | 99.36% | 99.36% |
09.07.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'087 CHF | 505'587 CHF | 67.72% | 67.72% |
08.07.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'402 CHF | 504'902 CHF | 99.37% | 99.37% |
05.07.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'429 CHF | 504'929 CHF | 99.07% | 99.07% |
04.07.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'040 CHF | 504'540 CHF | 98.56% | 98.56% |
03.07.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'738 CHF | 504'238 CHF | 99.33% | 99.33% |
02.07.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'342 CHF | 502'842 CHF | 99.38% | 99.38% |