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% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'675 CHF | 507'175 CHF | 99.38% | 99.38% |
12.07.2024 | 0.49% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'784 CHF | 507'284 CHF | 99.38% | 99.38% |
11.07.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'817 CHF | 507'317 CHF | 99.38% | 99.38% |
10.07.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'006 CHF | 507'506 CHF | 99.39% | 99.39% |
09.07.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'621 CHF | 508'121 CHF | 99.37% | 99.37% |
08.07.2024 | 0.49% | 101.15 % | 101.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'806 CHF | 508'306 CHF | 99.36% | 99.36% |
05.07.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'001 CHF | 508'501 CHF | 99.36% | 99.36% |
04.07.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'501 CHF | 509'001 CHF | 99.17% | 99.17% |
03.07.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'907 CHF | 508'407 CHF | 99.17% | 99.17% |
02.07.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'863 CHF | 508'363 CHF | 98.66% | 98.66% |