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 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'842 CHF | 510'342 CHF | 99.38% | 99.38% |
12.07.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'040 CHF | 509'540 CHF | 90.88% | 90.88% |
11.07.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'648 CHF | 508'148 CHF | 99.38% | 99.38% |
10.07.2024 | 0.49% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'176 CHF | 506'676 CHF | 99.35% | 99.35% |
09.07.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'236 CHF | 507'736 CHF | 67.68% | 67.68% |
08.07.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'110 CHF | 507'610 CHF | 99.37% | 99.37% |
05.07.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'666 CHF | 506'166 CHF | 99.08% | 99.08% |
04.07.2024 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'430 CHF | 505'930 CHF | 98.55% | 98.55% |
03.07.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'502 CHF | 504'002 CHF | 99.34% | 99.34% |
02.07.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'613 CHF | 501'113 CHF | 99.38% | 99.38% |