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 | 0.30% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'247 CHF | 507'747 CHF | 100.00% | 100.00% |
12.07.2024 | 0.29% | 101.80 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'045 CHF | 510'545 CHF | 100.00% | 100.00% |
11.07.2024 | 0.30% | 101.70 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'640 CHF | 509'140 CHF | 99.93% | 99.93% |
10.07.2024 | 0.30% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'624 CHF | 507'124 CHF | 99.97% | 99.97% |
09.07.2024 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'827 CHF | 504'327 CHF | 99.64% | 99.64% |
08.07.2024 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'579 CHF | 506'079 CHF | 100.00% | 100.00% |
05.07.2024 | 0.30% | 101.00 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'717 CHF | 507'217 CHF | 97.13% | 97.13% |
04.07.2024 | 0.30% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'700 CHF | 507'200 CHF | 99.45% | 99.45% |
03.07.2024 | 0.30% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'934 CHF | 506'434 CHF | 100.00% | 100.00% |
02.07.2024 | 0.30% | 100.50 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'570 CHF | 503'070 CHF | 99.97% | 99.97% |