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 | 0.48% | 102.85 % | 103.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'615 CHF | 517'115 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 102.83 % | 103.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'336 CHF | 515'836 CHF | 78.49% | 78.49% |
11.07.2024 | 0.49% | 102.72 % | 103.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'193 CHF | 516'693 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 102.74 % | 103.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'520 CHF | 516'020 CHF | 94.72% | 94.72% |
09.07.2024 | 0.49% | 102.71 % | 103.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'542 CHF | 516'042 CHF | 97.75% | 97.75% |
08.07.2024 | 0.49% | 102.62 % | 103.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'456 CHF | 514'956 CHF | 99.79% | 99.79% |
05.07.2024 | 0.49% | 102.12 % | 102.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'084 CHF | 513'584 CHF | 100.00% | 100.00% |
04.07.2024 | 0.49% | 102.23 % | 102.73 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'808 CHF | 513'308 CHF | 98.26% | 98.26% |
03.07.2024 | 0.49% | 101.91 % | 102.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'352 CHF | 512'852 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 101.94 % | 102.44 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'550 CHF | 511'050 CHF | 100.00% | 100.00% |