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% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'939 CHF | 512'439 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'974 CHF | 509'474 CHF | 100.00% | 100.00% |
11.07.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'584 CHF | 509'084 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'002 CHF | 506'502 CHF | 99.52% | 99.52% |
09.07.2024 | 0.49% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'244 CHF | 506'744 CHF | 100.00% | 100.00% |
08.07.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'126 CHF | 506'626 CHF | 100.00% | 100.00% |
05.07.2024 | 0.49% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'454 CHF | 506'954 CHF | 97.13% | 97.13% |
04.07.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'650 CHF | 507'150 CHF | 99.46% | 99.46% |
03.07.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'242 CHF | 505'742 CHF | 100.00% | 100.00% |
02.07.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'161 CHF | 503'661 CHF | 100.00% | 100.00% |