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% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'976 CHF | 511'476 CHF | 99.37% | 99.37% |
12.07.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'064 CHF | 510'564 CHF | 90.84% | 90.84% |
11.07.2024 | 0.49% | 101.55 % | 102.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'224 CHF | 509'724 CHF | 99.36% | 99.36% |
10.07.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'251 CHF | 507'751 CHF | 99.35% | 99.35% |
09.07.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'328 CHF | 508'828 CHF | 67.71% | 67.71% |
08.07.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'527 CHF | 509'027 CHF | 99.38% | 99.38% |
05.07.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'792 CHF | 509'292 CHF | 99.08% | 99.08% |
04.07.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'162 CHF | 508'662 CHF | 98.56% | 98.56% |
03.07.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'585 CHF | 508'085 CHF | 99.34% | 99.34% |
02.07.2024 | 0.50% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'770 CHF | 505'270 CHF | 99.37% | 99.37% |