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% | 102.50 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'586 CHF | 515'086 CHF | 100.00% | 100.00% |
12.07.2024 | 0.29% | 102.70 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'642 CHF | 515'142 CHF | 100.00% | 100.00% |
11.07.2024 | 0.29% | 102.60 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'536 CHF | 515'036 CHF | 100.00% | 100.00% |
10.07.2024 | 0.29% | 102.30 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'702 CHF | 512'202 CHF | 100.00% | 100.00% |
09.07.2024 | 0.29% | 102.00 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'581 CHF | 512'081 CHF | 100.00% | 100.00% |
08.07.2024 | 0.29% | 102.00 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'277 CHF | 511'777 CHF | 100.00% | 100.00% |
05.07.2024 | 0.29% | 102.00 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'821 CHF | 512'321 CHF | 97.13% | 97.13% |
04.07.2024 | 0.29% | 102.20 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'811 CHF | 512'311 CHF | 99.45% | 99.45% |
03.07.2024 | 0.29% | 102.00 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'959 CHF | 511'459 CHF | 99.99% | 99.99% |
02.07.2024 | 0.29% | 101.90 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'229 CHF | 510'729 CHF | 100.00% | 100.00% |