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 | 0.31% | 101.10 % | 101.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'144 CHF | 506'692 CHF | 100.00% | 100.00% |
12.07.2024 | 0.30% | 101.20 % | 101.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'607 CHF | 507'150 CHF | 100.00% | 100.00% |
11.07.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'305 CHF | 508'805 CHF | 100.00% | 100.00% |
10.07.2024 | 0.31% | 100.90 % | 101.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'926 CHF | 505'476 CHF | 100.00% | 100.00% |
09.07.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'503 CHF | 505'053 CHF | 99.67% | 99.67% |
08.07.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'546 CHF | 506'095 CHF | 100.00% | 100.00% |
05.07.2024 | 0.31% | 100.90 % | 101.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'887 CHF | 506'437 CHF | 100.00% | 100.00% |
04.07.2024 | 0.31% | 101.10 % | 101.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'454 CHF | 507'004 CHF | 99.46% | 99.46% |
03.07.2024 | 0.31% | 101.30 % | 101.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'127 CHF | 507'677 CHF | 100.00% | 100.00% |
02.07.2024 | 0.31% | 101.10 % | 101.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'813 CHF | 506'361 CHF | 100.00% | 100.00% |