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 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'525 CHF | 506'025 CHF | 99.37% | 99.37% |
12.07.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'715 CHF | 507'215 CHF | 99.39% | 99.39% |
11.07.2024 | 0.49% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'620 CHF | 507'120 CHF | 99.37% | 99.37% |
10.07.2024 | 0.49% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'716 CHF | 507'216 CHF | 99.38% | 99.38% |
09.07.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'502 CHF | 508'002 CHF | 99.38% | 99.38% |
08.07.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'368 CHF | 508'868 CHF | 99.37% | 99.37% |
05.07.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'636 CHF | 509'136 CHF | 99.35% | 99.35% |
04.07.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'532 CHF | 509'032 CHF | 99.17% | 99.17% |
03.07.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'591 CHF | 507'091 CHF | 99.17% | 99.17% |
02.07.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'855 CHF | 506'355 CHF | 98.67% | 98.67% |