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 | 0.73% | 108.19 % | 108.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 542'853 CHF | 546'853 CHF | 100.00% | 100.00% |
12.07.2024 | 0.74% | 108.76 % | 109.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 542'045 CHF | 546'045 CHF | 78.49% | 78.49% |
11.07.2024 | 0.74% | 108.36 % | 109.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 540'234 CHF | 544'234 CHF | 100.00% | 100.00% |
10.07.2024 | 0.74% | 107.53 % | 108.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'200 CHF | 541'200 CHF | 94.72% | 94.72% |
09.07.2024 | 0.74% | 107.37 % | 108.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'050 CHF | 542'050 CHF | 97.75% | 97.75% |
08.07.2024 | 0.74% | 107.40 % | 108.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'347 CHF | 541'347 CHF | 99.79% | 99.79% |
05.07.2024 | 0.74% | 107.40 % | 108.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'900 CHF | 541'900 CHF | 100.00% | 100.00% |
04.07.2024 | 0.74% | 107.49 % | 108.29 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'422 CHF | 540'422 CHF | 98.27% | 98.27% |
03.07.2024 | 0.75% | 107.08 % | 107.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'765 CHF | 538'765 CHF | 100.00% | 100.00% |
02.07.2024 | 0.75% | 106.63 % | 107.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'128 CHF | 536'128 CHF | 100.00% | 100.00% |