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% | 102.72 % | 103.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'536 CHF | 516'036 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 102.69 % | 103.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'073 CHF | 514'573 CHF | 78.49% | 78.49% |
11.07.2024 | 0.48% | 102.65 % | 103.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'540 CHF | 517'040 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 102.72 % | 103.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'247 CHF | 515'747 CHF | 94.72% | 94.72% |
09.07.2024 | 0.49% | 102.57 % | 103.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'184 CHF | 515'684 CHF | 97.75% | 97.75% |
08.07.2024 | 0.49% | 102.61 % | 103.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'090 CHF | 515'590 CHF | 99.78% | 99.78% |
05.07.2024 | 0.49% | 102.49 % | 102.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'004 CHF | 515'504 CHF | 100.00% | 100.00% |
04.07.2024 | 0.49% | 102.47 % | 102.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'470 CHF | 514'970 CHF | 98.25% | 98.25% |
03.07.2024 | 0.49% | 102.39 % | 102.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'345 CHF | 513'845 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 101.96 % | 102.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'043 CHF | 511'543 CHF | 100.00% | 100.00% |