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 | 0.30% | 101.50 % | 101.80 % | 500'000 | 500'000 | 499'737 | 499'737 | 506'666 CHF | 508'167 CHF | 99.66% | 99.66% |
12.07.2024 | 0.29% | 102.70 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'681 CHF | 513'181 CHF | 100.00% | 100.00% |
11.07.2024 | 0.29% | 102.60 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'746 CHF | 513'246 CHF | 100.00% | 100.00% |
10.07.2024 | 0.29% | 102.40 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'053 CHF | 512'553 CHF | 98.57% | 98.57% |
09.07.2024 | 0.29% | 101.70 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'470 CHF | 511'970 CHF | 100.00% | 100.00% |
08.07.2024 | 0.29% | 102.60 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'094 CHF | 515'594 CHF | 100.00% | 100.00% |
05.07.2024 | 0.29% | 103.10 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'748 CHF | 516'248 CHF | 97.13% | 97.13% |
04.07.2024 | 0.29% | 103.20 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'728 CHF | 516'228 CHF | 99.45% | 99.45% |
03.07.2024 | 0.29% | 101.60 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'223 CHF | 509'723 CHF | 100.00% | 100.00% |
02.07.2024 | 0.30% | 101.60 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'627 CHF | 508'127 CHF | 100.00% | 100.00% |