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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.30% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'167 CHF | 507'667 CHF | 99.70% | 99.70% |
24.07.2024 | 0.30% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'670 CHF | 509'170 CHF | 100.00% | 100.00% |
23.07.2024 | 0.30% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'418 CHF | 506'918 CHF | 100.00% | 100.00% |
22.07.2024 | 0.30% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'952 CHF | 506'452 CHF | 100.00% | 100.00% |
19.07.2024 | 0.30% | 100.50 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'778 CHF | 504'278 CHF | 100.00% | 100.00% |
18.07.2024 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'188 CHF | 504'688 CHF | 99.30% | 99.30% |
17.07.2024 | 0.30% | 100.60 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'047 CHF | 504'547 CHF | 100.00% | 100.00% |
16.07.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'572 CHF | 506'072 CHF | 99.78% | 99.78% |
15.07.2024 | 0.30% | 100.50 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'132 CHF | 504'632 CHF | 100.00% | 100.00% |
12.07.2024 | 0.30% | 100.50 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'542 CHF | 505'042 CHF | 100.00% | 100.00% |