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% | 101.55 % | 102.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'992 CHF | 510'492 CHF | 99.38% | 99.38% |
12.07.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'434 CHF | 509'934 CHF | 99.38% | 99.38% |
11.07.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'376 CHF | 509'876 CHF | 99.38% | 99.38% |
10.07.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'781 CHF | 509'281 CHF | 99.38% | 99.38% |
09.07.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'981 CHF | 509'481 CHF | 99.38% | 99.38% |
08.07.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'399 CHF | 509'899 CHF | 99.37% | 99.37% |
05.07.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'793 CHF | 508'293 CHF | 99.36% | 99.36% |
04.07.2024 | 0.49% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'188 CHF | 506'688 CHF | 99.17% | 99.17% |
03.07.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'550 CHF | 507'050 CHF | 99.17% | 99.17% |
02.07.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'272 CHF | 504'772 CHF | 98.66% | 98.66% |