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 | 505'016 CHF | 507'516 CHF | 99.38% | 99.38% |
12.07.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'250 CHF | 507'750 CHF | 99.38% | 99.38% |
11.07.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'433 CHF | 506'933 CHF | 99.38% | 99.38% |
10.07.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'836 CHF | 506'336 CHF | 99.39% | 99.39% |
09.07.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'928 CHF | 507'428 CHF | 99.38% | 99.38% |
08.07.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'736 CHF | 507'236 CHF | 99.37% | 99.37% |
05.07.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'409 CHF | 506'909 CHF | 99.35% | 99.35% |
04.07.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'632 CHF | 506'132 CHF | 99.17% | 99.17% |
03.07.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'588 CHF | 505'088 CHF | 99.17% | 99.17% |
02.07.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'178 CHF | 503'678 CHF | 98.67% | 98.67% |