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% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'416 CHF | 510'916 CHF | 99.37% | 99.37% |
12.07.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'384 CHF | 511'884 CHF | 90.88% | 90.88% |
11.07.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'240 CHF | 509'740 CHF | 99.37% | 99.37% |
10.07.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'668 CHF | 507'168 CHF | 99.35% | 99.35% |
09.07.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'327 CHF | 507'827 CHF | 67.72% | 67.72% |
08.07.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'164 CHF | 506'664 CHF | 99.37% | 99.37% |
05.07.2024 | 0.50% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'579 CHF | 506'079 CHF | 99.07% | 99.07% |
04.07.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'122 CHF | 504'622 CHF | 98.56% | 98.56% |
03.07.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'919 CHF | 502'419 CHF | 99.34% | 99.34% |
02.07.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'646 CHF | 501'146 CHF | 99.38% | 99.38% |