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% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'036 CHF | 508'536 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 101.61 % | 102.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'173 CHF | 509'673 CHF | 78.76% | 78.76% |
11.07.2024 | 0.49% | 101.51 % | 102.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'637 CHF | 509'137 CHF | 100.00% | 100.00% |
10.07.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'883 CHF | 504'383 CHF | 94.72% | 94.72% |
09.07.2024 | 0.50% | 100.37 % | 100.87 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'877 CHF | 503'377 CHF | 97.76% | 97.76% |
08.07.2024 | 0.50% | 100.49 % | 100.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'700 CHF | 506'200 CHF | 99.77% | 99.77% |
05.07.2024 | 0.49% | 101.03 % | 101.53 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'774 CHF | 508'274 CHF | 100.00% | 100.00% |
04.07.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'063 CHF | 508'563 CHF | 98.26% | 98.26% |
03.07.2024 | 0.49% | 101.21 % | 101.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'707 CHF | 507'207 CHF | 100.00% | 100.00% |
02.07.2024 | 0.50% | 100.16 % | 100.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'814 CHF | 502'314 CHF | 100.00% | 100.00% |