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% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'026 CHF | 509'526 CHF | 99.38% | 99.38% |
12.07.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'057 CHF | 509'557 CHF | 99.39% | 99.39% |
11.07.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'251 CHF | 509'751 CHF | 99.38% | 99.38% |
10.07.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'762 CHF | 510'262 CHF | 99.38% | 99.38% |
09.07.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'131 CHF | 510'631 CHF | 99.38% | 99.38% |
08.07.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'250 CHF | 510'750 CHF | 99.37% | 99.37% |
05.07.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'250 CHF | 510'750 CHF | 99.35% | 99.35% |
04.07.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'500 CHF | 511'000 CHF | 99.17% | 99.17% |
03.07.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'735 CHF | 511'235 CHF | 99.17% | 99.17% |
02.07.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'482 CHF | 510'982 CHF | 98.66% | 98.66% |