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% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'063 CHF | 506'563 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'723 CHF | 506'223 CHF | 99.38% | 99.38% |
11.07.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'115 CHF | 506'615 CHF | 99.38% | 99.38% |
10.07.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'015 CHF | 506'515 CHF | 99.38% | 99.38% |
09.07.2024 | 0.49% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'804 CHF | 506'304 CHF | 99.38% | 99.38% |
08.07.2024 | 0.49% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 499'954 | 503'844 CHF | 506'297 CHF | 99.36% | 99.36% |
05.07.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'872 CHF | 505'372 CHF | 99.38% | 99.38% |
04.07.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'757 CHF | 505'257 CHF | 99.38% | 99.38% |
03.07.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'647 CHF | 504'147 CHF | 99.38% | 99.38% |
02.07.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'368 CHF | 504'868 CHF | 99.38% | 99.38% |