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% | 101.90 % | 102.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'272 CHF | 513'320 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 101.80 % | 102.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'721 CHF | 511'764 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 101.50 % | 102.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'638 CHF | 511'681 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.20 % | 102.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'370 CHF | 510'420 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.00 % | 101.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'584 CHF | 509'634 CHF | 99.58% | 99.58% |
08.07.2024 | 0.80% | 101.00 % | 101.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'066 CHF | 510'115 CHF | 100.00% | 100.00% |
05.07.2024 | 0.80% | 101.30 % | 102.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'911 CHF | 510'961 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.90 % | 101.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'082 CHF | 509'132 CHF | 99.45% | 99.45% |
03.07.2024 | 0.80% | 101.40 % | 102.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'793 CHF | 507'843 CHF | 100.00% | 100.00% |
02.07.2024 | 0.81% | 100.10 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'011 CHF | 503'059 CHF | 100.00% | 100.00% |