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% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'437 CHF | 507'937 CHF | 99.38% | 99.38% |
12.07.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'924 CHF | 508'424 CHF | 99.38% | 99.38% |
11.07.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'246 CHF | 506'746 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'847 CHF | 504'347 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'658 CHF | 505'158 CHF | 99.37% | 99.37% |
08.07.2024 | 0.49% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'775 CHF | 507'275 CHF | 99.35% | 99.35% |
05.07.2024 | 0.49% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'293 CHF | 506'793 CHF | 99.38% | 99.38% |
04.07.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'630 CHF | 506'130 CHF | 99.38% | 99.38% |
03.07.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'028 CHF | 504'528 CHF | 99.38% | 99.38% |
02.07.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'432 CHF | 501'932 CHF | 99.37% | 99.37% |