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% | 101.90 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'691 CHF | 511'191 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'342 CHF | 508'842 CHF | 100.00% | 100.00% |
11.07.2024 | 0.29% | 101.60 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'881 CHF | 509'381 CHF | 99.97% | 100.00% |
10.07.2024 | 0.30% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'347 CHF | 508'847 CHF | 100.00% | 100.00% |
09.07.2024 | 0.30% | 101.40 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'083 CHF | 508'583 CHF | 100.00% | 100.00% |
08.07.2024 | 0.30% | 101.40 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'022 CHF | 508'522 CHF | 100.00% | 100.00% |
05.07.2024 | 0.30% | 101.60 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'513 CHF | 509'013 CHF | 97.13% | 97.13% |
04.07.2024 | 0.30% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'933 CHF | 508'433 CHF | 99.45% | 99.45% |
03.07.2024 | 0.30% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'143 CHF | 506'643 CHF | 100.00% | 100.00% |
02.07.2024 | 0.30% | 101.00 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'310 CHF | 504'810 CHF | 100.00% | 100.00% |