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% | 102.35 % | 102.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'804 CHF | 514'304 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 102.47 % | 102.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'496 CHF | 513'996 CHF | 78.76% | 78.76% |
11.07.2024 | 0.49% | 102.19 % | 102.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'916 CHF | 513'416 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 102.08 % | 102.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'201 CHF | 512'701 CHF | 94.73% | 94.73% |
09.07.2024 | 0.49% | 101.97 % | 102.47 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'477 CHF | 512'977 CHF | 97.77% | 97.77% |
08.07.2024 | 0.49% | 102.13 % | 102.63 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'865 CHF | 513'365 CHF | 99.78% | 99.78% |
05.07.2024 | 0.49% | 102.01 % | 102.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'376 CHF | 512'876 CHF | 100.00% | 100.00% |
04.07.2024 | 0.49% | 102.01 % | 102.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'985 CHF | 512'485 CHF | 98.27% | 98.27% |
03.07.2024 | 0.49% | 101.86 % | 102.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'864 CHF | 511'364 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'067 CHF | 509'567 CHF | 99.99% | 99.99% |