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% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'154 CHF | 509'654 CHF | 99.38% | 99.38% |
12.07.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'118 CHF | 509'618 CHF | 99.37% | 99.37% |
11.07.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'100 CHF | 509'600 CHF | 99.38% | 99.38% |
10.07.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'099 CHF | 509'599 CHF | 99.38% | 99.38% |
09.07.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'924 CHF | 510'424 CHF | 99.37% | 99.37% |
08.07.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'950 CHF | 510'450 CHF | 99.37% | 99.37% |
05.07.2024 | 0.49% | 101.55 % | 102.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'783 CHF | 510'283 CHF | 99.35% | 99.35% |
04.07.2024 | 0.49% | 101.55 % | 102.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'092 CHF | 509'592 CHF | 99.17% | 99.17% |
03.07.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'431 CHF | 504'931 CHF | 99.17% | 99.17% |
02.07.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'794 CHF | 503'294 CHF | 98.66% | 98.66% |