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% | 101.66 % | 102.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'459 CHF | 511'959 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 101.86 % | 102.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'462 CHF | 512'962 CHF | 78.49% | 78.49% |
11.07.2024 | 0.49% | 101.67 % | 102.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'911 CHF | 509'411 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'345 CHF | 506'845 CHF | 94.72% | 94.72% |
09.07.2024 | 0.49% | 100.68 % | 101.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'259 CHF | 507'759 CHF | 97.75% | 97.75% |
08.07.2024 | 0.49% | 101.02 % | 101.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'349 CHF | 509'849 CHF | 99.79% | 99.79% |
05.07.2024 | 0.49% | 101.21 % | 101.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'834 CHF | 509'334 CHF | 100.00% | 100.00% |
04.07.2024 | 0.49% | 101.24 % | 101.74 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'416 CHF | 508'916 CHF | 98.26% | 98.26% |
03.07.2024 | 0.49% | 101.08 % | 101.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'833 CHF | 509'333 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 100.79 % | 101.29 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'104 CHF | 507'604 CHF | 100.00% | 100.00% |