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 | 0.95% | 104.63 % | 105.63 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'410 CHF | 529'410 CHF | 100.00% | 100.00% |
12.07.2024 | 0.95% | 104.86 % | 105.86 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'424 CHF | 528'424 CHF | 78.49% | 78.49% |
11.07.2024 | 0.95% | 104.49 % | 105.49 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'082 CHF | 527'082 CHF | 100.00% | 100.00% |
10.07.2024 | 0.96% | 103.99 % | 104.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'870 CHF | 523'870 CHF | 94.72% | 94.72% |
09.07.2024 | 0.96% | 103.64 % | 104.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'126 CHF | 524'126 CHF | 97.76% | 97.76% |
08.07.2024 | 0.96% | 103.69 % | 104.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'503 CHF | 523'503 CHF | 99.78% | 99.78% |
05.07.2024 | 0.96% | 103.55 % | 104.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'737 CHF | 523'737 CHF | 100.00% | 100.00% |
04.07.2024 | 0.96% | 103.73 % | 104.73 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'312 CHF | 523'312 CHF | 98.27% | 98.27% |
03.07.2024 | 0.96% | 103.59 % | 104.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'531 CHF | 522'531 CHF | 100.00% | 100.00% |
02.07.2024 | 0.96% | 103.46 % | 104.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'553 CHF | 521'553 CHF | 99.99% | 99.99% |