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% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'082 CHF | 509'582 CHF | 99.38% | 99.38% |
12.07.2024 | 0.49% | 101.55 % | 102.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'059 CHF | 509'559 CHF | 99.38% | 99.38% |
11.07.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'102 CHF | 509'602 CHF | 99.37% | 99.37% |
10.07.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'364 CHF | 508'864 CHF | 99.38% | 99.38% |
09.07.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'283 CHF | 509'783 CHF | 99.38% | 99.38% |
08.07.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'416 CHF | 507'916 CHF | 99.36% | 99.36% |
05.07.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'000 CHF | 507'500 CHF | 99.35% | 99.35% |
04.07.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'310 CHF | 507'810 CHF | 99.17% | 99.17% |
03.07.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'167 CHF | 507'667 CHF | 99.17% | 99.17% |
02.07.2024 | 0.50% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'319 CHF | 505'819 CHF | 98.67% | 98.67% |