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% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'770 CHF | 514'270 CHF | 99.37% | 99.37% |
12.07.2024 | 0.49% | 102.35 % | 102.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'917 CHF | 514'417 CHF | 90.88% | 90.88% |
11.07.2024 | 0.49% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'296 CHF | 513'796 CHF | 99.37% | 99.37% |
10.07.2024 | 0.49% | 101.95 % | 102.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'912 CHF | 511'412 CHF | 99.35% | 99.35% |
09.07.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'311 CHF | 511'811 CHF | 67.72% | 67.72% |
08.07.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'797 CHF | 511'297 CHF | 99.38% | 99.38% |
05.07.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'956 CHF | 511'456 CHF | 99.08% | 99.08% |
04.07.2024 | 0.49% | 101.85 % | 102.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'898 CHF | 511'398 CHF | 98.56% | 98.56% |
03.07.2024 | 0.49% | 101.55 % | 102.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'996 CHF | 510'496 CHF | 99.34% | 99.34% |
02.07.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'374 CHF | 509'874 CHF | 99.38% | 99.38% |