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 | 0.43% | 116.60 % | 117.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 582'990 CHF | 585'490 CHF | 100.00% | 100.00% |
12.07.2024 | 0.43% | 116.59 % | 117.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 582'883 CHF | 585'383 CHF | 78.76% | 78.76% |
11.07.2024 | 0.43% | 116.55 % | 117.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 582'685 CHF | 585'185 CHF | 100.00% | 100.00% |
10.07.2024 | 0.43% | 116.50 % | 117.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 582'461 CHF | 584'961 CHF | 94.74% | 94.74% |
09.07.2024 | 0.43% | 116.50 % | 117.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 582'528 CHF | 585'028 CHF | 97.77% | 97.77% |
08.07.2024 | 0.43% | 116.54 % | 117.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 582'600 CHF | 585'100 CHF | 99.76% | 99.76% |
05.07.2024 | 0.43% | 116.49 % | 116.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 582'607 CHF | 585'107 CHF | 100.00% | 100.00% |
04.07.2024 | 0.43% | 116.47 % | 116.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 582'362 CHF | 584'862 CHF | 98.26% | 98.26% |
03.07.2024 | 0.43% | 116.30 % | 116.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 581'342 CHF | 583'842 CHF | 100.00% | 100.00% |
02.07.2024 | 0.43% | 116.13 % | 116.63 % | 500'000 | 500'000 | 500'000 | 500'000 | 580'473 CHF | 582'973 CHF | 100.00% | 100.00% |