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% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'510 CHF | 513'010 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 102.03 % | 102.53 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'189 CHF | 511'689 CHF | 78.76% | 78.76% |
11.07.2024 | 0.49% | 101.64 % | 102.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'573 CHF | 509'073 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 101.12 % | 101.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'147 CHF | 507'647 CHF | 94.72% | 94.72% |
09.07.2024 | 0.49% | 101.04 % | 101.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'846 CHF | 509'346 CHF | 97.75% | 97.75% |
08.07.2024 | 0.49% | 101.34 % | 101.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'391 CHF | 511'891 CHF | 45.32% | 45.32% |
05.07.2024 | 0.49% | 102.80 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'463 CHF | 515'963 CHF | 100.00% | 100.00% |
04.07.2024 | 0.49% | 102.29 % | 102.79 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'566 CHF | 514'066 CHF | 98.26% | 98.26% |
03.07.2024 | 0.49% | 101.81 % | 102.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'102 CHF | 510'602 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 101.42 % | 101.92 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'199 CHF | 509'699 CHF | 100.00% | 100.00% |