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% | 101.24 % | 101.74 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'206 CHF | 508'706 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 101.27 % | 101.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'876 CHF | 509'376 CHF | 78.76% | 78.76% |
11.07.2024 | 0.49% | 101.21 % | 101.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'389 CHF | 508'889 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 101.21 % | 101.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'627 CHF | 508'127 CHF | 94.73% | 94.73% |
09.07.2024 | 0.49% | 100.61 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'810 CHF | 506'310 CHF | 97.76% | 97.76% |
08.07.2024 | 0.50% | 100.49 % | 100.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'721 CHF | 505'221 CHF | 99.77% | 99.77% |
05.07.2024 | 0.50% | 100.46 % | 100.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'530 CHF | 505'030 CHF | 100.00% | 100.00% |
04.07.2024 | 0.50% | 100.52 % | 101.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'430 CHF | 504'930 CHF | 98.26% | 98.26% |
03.07.2024 | 0.50% | 100.29 % | 100.79 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'218 CHF | 503'718 CHF | 100.00% | 100.00% |
02.07.2024 | 0.50% | 100.08 % | 100.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'081 CHF | 503'581 CHF | 100.00% | 100.00% |