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 | 507'080 CHF | 508'580 CHF | 100.00% | 100.00% |
12.07.2024 | 0.30% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'398 CHF | 506'898 CHF | 100.00% | 100.00% |
11.07.2024 | 0.30% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'026 CHF | 508'526 CHF | 99.99% | 99.99% |
10.07.2024 | 0.30% | 101.40 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'746 CHF | 508'246 CHF | 100.00% | 100.00% |
09.07.2024 | 0.29% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'209 CHF | 509'709 CHF | 100.00% | 100.00% |
08.07.2024 | 0.30% | 101.60 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'582 CHF | 509'082 CHF | 100.00% | 100.00% |
05.07.2024 | 0.30% | 101.00 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'480 CHF | 506'980 CHF | 97.13% | 97.13% |
04.07.2024 | 0.30% | 101.40 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'590 CHF | 509'090 CHF | 99.45% | 99.45% |
03.07.2024 | 0.29% | 101.70 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'547 CHF | 510'047 CHF | 100.00% | 100.00% |
02.07.2024 | 0.30% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'576 CHF | 508'076 CHF | 100.00% | 100.00% |