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 | 0.48% | 102.85 % | 103.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'376 CHF | 516'876 CHF | 99.38% | 99.38% |
12.07.2024 | 0.48% | 102.90 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'489 CHF | 516'989 CHF | 99.38% | 99.38% |
11.07.2024 | 0.49% | 102.95 % | 103.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'025 CHF | 516'525 CHF | 99.38% | 99.38% |
10.07.2024 | 0.48% | 102.90 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'023 CHF | 517'523 CHF | 99.38% | 99.38% |
09.07.2024 | 0.48% | 103.10 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'164 CHF | 517'664 CHF | 99.37% | 99.37% |
08.07.2024 | 0.48% | 103.05 % | 103.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'218 CHF | 517'718 CHF | 99.35% | 99.35% |
05.07.2024 | 0.48% | 102.95 % | 103.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'930 CHF | 517'430 CHF | 99.38% | 99.38% |
04.07.2024 | 0.48% | 103.00 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'022 CHF | 517'522 CHF | 99.38% | 99.38% |
03.07.2024 | 0.48% | 103.05 % | 103.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'889 CHF | 517'389 CHF | 99.38% | 99.38% |
02.07.2024 | 0.48% | 103.05 % | 103.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'266 CHF | 517'766 CHF | 99.38% | 99.38% |