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 | 0.79% | 101.80 % | 102.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'138 CHF | 513'186 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 101.80 % | 102.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'507 CHF | 512'550 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 101.70 % | 102.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'234 CHF | 512'277 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.30 % | 102.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'643 CHF | 510'693 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.20 % | 102.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'438 CHF | 510'488 CHF | 99.59% | 99.59% |
08.07.2024 | 0.80% | 101.20 % | 102.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'241 CHF | 510'290 CHF | 100.00% | 100.00% |
05.07.2024 | 0.80% | 100.80 % | 101.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'309 CHF | 508'359 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.00 % | 101.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'581 CHF | 509'631 CHF | 99.45% | 99.45% |
03.07.2024 | 0.80% | 101.40 % | 102.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'703 CHF | 509'753 CHF | 100.00% | 100.00% |
02.07.2024 | 0.80% | 100.80 % | 101.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'096 CHF | 507'145 CHF | 100.00% | 100.00% |