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 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'774 CHF | 504'274 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'222 CHF | 505'722 CHF | 99.38% | 99.38% |
11.07.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'737 CHF | 507'237 CHF | 99.38% | 99.38% |
10.07.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'060 CHF | 510'560 CHF | 99.38% | 99.38% |
09.07.2024 | 0.49% | 101.85 % | 102.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'529 CHF | 511'029 CHF | 99.37% | 99.37% |
08.07.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'484 CHF | 509'984 CHF | 99.34% | 99.34% |
05.07.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'651 CHF | 511'151 CHF | 99.38% | 99.38% |
04.07.2024 | 0.49% | 102.50 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'038 CHF | 513'538 CHF | 99.38% | 99.38% |
03.07.2024 | 0.49% | 102.15 % | 102.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'966 CHF | 512'466 CHF | 99.39% | 99.39% |
02.07.2024 | 0.49% | 102.15 % | 102.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'067 CHF | 512'567 CHF | 99.37% | 99.37% |