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% | 102.05 % | 102.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'274 CHF | 512'774 CHF | 99.37% | 99.37% |
12.07.2024 | 0.49% | 102.10 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'545 CHF | 513'045 CHF | 99.38% | 99.38% |
11.07.2024 | 0.49% | 102.25 % | 102.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'390 CHF | 512'890 CHF | 99.38% | 99.38% |
10.07.2024 | 0.49% | 101.95 % | 102.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'488 CHF | 511'988 CHF | 99.39% | 99.39% |
09.07.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'137 CHF | 511'637 CHF | 99.37% | 99.37% |
08.07.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'393 CHF | 511'893 CHF | 99.36% | 99.36% |
05.07.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'506 CHF | 511'006 CHF | 99.35% | 99.35% |
04.07.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'702 CHF | 509'202 CHF | 99.17% | 99.17% |
03.07.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'661 CHF | 509'161 CHF | 99.17% | 99.17% |
02.07.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'740 CHF | 507'240 CHF | 98.66% | 98.66% |