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% | 102.35 % | 102.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'692 CHF | 514'192 CHF | 99.37% | 99.37% |
12.07.2024 | 0.49% | 102.25 % | 102.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'356 CHF | 513'856 CHF | 99.39% | 99.39% |
11.07.2024 | 0.49% | 102.35 % | 102.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'599 CHF | 514'099 CHF | 99.37% | 99.37% |
10.07.2024 | 0.49% | 102.30 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'096 CHF | 513'596 CHF | 99.38% | 99.38% |
09.07.2024 | 0.49% | 102.25 % | 102.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'307 CHF | 513'807 CHF | 99.38% | 99.38% |
08.07.2024 | 0.49% | 102.25 % | 102.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'458 CHF | 513'958 CHF | 99.36% | 99.36% |
05.07.2024 | 0.49% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'977 CHF | 513'477 CHF | 99.35% | 99.35% |
04.07.2024 | 0.49% | 102.10 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'245 CHF | 512'745 CHF | 99.17% | 99.17% |
03.07.2024 | 0.49% | 102.00 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'195 CHF | 512'695 CHF | 99.17% | 99.17% |
02.07.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'872 CHF | 511'372 CHF | 98.67% | 98.67% |