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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.31% | 100.40 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'906 CHF | 502'456 CHF | 99.70% | 99.70% |
24.07.2024 | 0.31% | 100.10 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'698 CHF | 503'248 CHF | 100.00% | 100.00% |
23.07.2024 | 0.31% | 100.40 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'835 CHF | 506'384 CHF | 100.00% | 100.00% |
22.07.2024 | 0.30% | 101.30 % | 101.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'990 CHF | 508'537 CHF | 100.00% | 100.00% |
19.07.2024 | 0.31% | 101.40 % | 101.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'098 CHF | 507'645 CHF | 100.00% | 100.00% |
18.07.2024 | 0.30% | 101.50 % | 101.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'880 CHF | 508'416 CHF | 99.72% | 99.72% |
17.07.2024 | 0.31% | 101.10 % | 101.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'658 CHF | 507'208 CHF | 100.00% | 100.00% |
16.07.2024 | 0.31% | 101.30 % | 101.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'958 CHF | 508'508 CHF | 99.78% | 99.78% |
15.07.2024 | 0.30% | 101.30 % | 101.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'003 CHF | 508'551 CHF | 100.00% | 100.00% |
12.07.2024 | 0.30% | 101.20 % | 101.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'576 CHF | 507'119 CHF | 100.00% | 100.00% |