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 | 0.29% | 102.90 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'857 CHF | 516'357 CHF | 100.00% | 100.00% |
12.07.2024 | 0.29% | 103.00 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'880 CHF | 516'380 CHF | 100.00% | 100.00% |
11.07.2024 | 0.29% | 103.00 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'487 CHF | 515'987 CHF | 100.00% | 100.00% |
10.07.2024 | 0.29% | 102.90 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'784 CHF | 516'284 CHF | 100.00% | 100.00% |
09.07.2024 | 0.29% | 103.00 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'342 CHF | 516'842 CHF | 100.00% | 100.00% |
08.07.2024 | 0.29% | 103.00 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'000 CHF | 516'500 CHF | 100.00% | 100.00% |
05.07.2024 | 0.29% | 103.00 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'051 CHF | 516'551 CHF | 97.13% | 97.13% |
04.07.2024 | 0.29% | 103.00 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'995 CHF | 516'495 CHF | 99.45% | 99.45% |
03.07.2024 | 0.29% | 103.00 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'798 CHF | 516'298 CHF | 100.00% | 100.00% |
02.07.2024 | 0.29% | 103.00 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'488 CHF | 515'988 CHF | 100.00% | 100.00% |