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% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'233 CHF | 512'733 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 102.10 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'754 CHF | 513'254 CHF | 100.00% | 100.00% |
11.07.2024 | 0.49% | 102.10 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'089 CHF | 512'589 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'376 CHF | 508'876 CHF | 100.00% | 100.00% |
09.07.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'642 CHF | 509'142 CHF | 99.67% | 99.67% |
08.07.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'199 CHF | 509'699 CHF | 100.00% | 100.00% |
05.07.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'204 CHF | 509'704 CHF | 97.13% | 97.13% |
04.07.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'193 CHF | 509'693 CHF | 99.45% | 99.45% |
03.07.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'687 CHF | 505'187 CHF | 100.00% | 100.00% |
02.07.2024 | 0.50% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'418 CHF | 505'918 CHF | 100.00% | 100.00% |