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% | 100.41 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'038 CHF | 506'538 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 101.12 % | 101.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'038 CHF | 507'538 CHF | 78.76% | 78.76% |
11.07.2024 | 0.49% | 100.69 % | 101.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'632 CHF | 507'132 CHF | 100.00% | 100.00% |
10.07.2024 | 0.50% | 100.63 % | 101.13 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'803 CHF | 504'303 CHF | 94.73% | 94.73% |
09.07.2024 | 0.50% | 100.01 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'466 CHF | 502'966 CHF | 97.77% | 97.77% |
08.07.2024 | 0.50% | 100.16 % | 100.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'028 CHF | 503'528 CHF | 99.77% | 99.77% |
05.07.2024 | 0.50% | 99.56 % | 100.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'197 CHF | 500'697 CHF | 100.00% | 100.00% |
04.07.2024 | 0.50% | 99.61 % | 100.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'175 CHF | 499'675 CHF | 98.26% | 98.26% |
03.07.2024 | 0.50% | 99.27 % | 99.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'556 CHF | 499'056 CHF | 100.00% | 100.00% |
02.07.2024 | 0.50% | 99.47 % | 99.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'022 CHF | 500'522 CHF | 100.00% | 100.00% |