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 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'022 CHF | 510'522 CHF | 99.38% | 99.38% |
12.07.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'622 CHF | 510'122 CHF | 99.39% | 99.39% |
11.07.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'040 CHF | 510'540 CHF | 99.38% | 99.38% |
10.07.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'469 CHF | 508'969 CHF | 99.38% | 99.38% |
09.07.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'041 CHF | 508'541 CHF | 99.38% | 99.38% |
08.07.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'015 CHF | 507'515 CHF | 99.36% | 99.36% |
05.07.2024 | 0.49% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'890 CHF | 506'390 CHF | 99.39% | 99.39% |
04.07.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'229 CHF | 507'729 CHF | 99.38% | 99.38% |
03.07.2024 | 0.50% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'785 CHF | 506'285 CHF | 99.39% | 99.39% |
02.07.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'466 CHF | 507'966 CHF | 99.38% | 99.38% |