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 | 0.29% | 102.40 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'819 CHF | 513'319 CHF | 100.00% | 100.00% |
12.07.2024 | 0.29% | 101.80 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'108 CHF | 509'608 CHF | 100.00% | 100.00% |
11.07.2024 | 0.29% | 101.70 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'892 CHF | 511'392 CHF | 100.00% | 100.00% |
10.07.2024 | 0.29% | 102.10 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'571 CHF | 511'071 CHF | 100.00% | 100.00% |
09.07.2024 | 0.29% | 102.20 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'932 CHF | 513'432 CHF | 100.00% | 100.00% |
08.07.2024 | 0.29% | 102.40 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'069 CHF | 512'569 CHF | 100.00% | 100.00% |
05.07.2024 | 0.29% | 102.20 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'351 CHF | 512'851 CHF | 97.13% | 97.13% |
04.07.2024 | 0.29% | 101.80 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'889 CHF | 511'389 CHF | 99.45% | 99.45% |
03.07.2024 | 0.29% | 102.10 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'375 CHF | 511'875 CHF | 100.00% | 100.00% |
02.07.2024 | 0.29% | 102.20 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'936 CHF | 511'436 CHF | 100.00% | 100.00% |