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 | 0.45% | 111.14 % | 111.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 555'700 CHF | 558'200 CHF | 100.00% | 100.00% |
12.07.2024 | 0.45% | 111.14 % | 111.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 555'700 CHF | 558'200 CHF | 78.76% | 78.76% |
11.07.2024 | 0.45% | 111.13 % | 111.63 % | 500'000 | 500'000 | 500'000 | 500'000 | 555'650 CHF | 558'150 CHF | 100.00% | 100.00% |
10.07.2024 | 0.45% | 111.12 % | 111.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 555'600 CHF | 558'100 CHF | 94.73% | 94.73% |
09.07.2024 | 0.45% | 111.12 % | 111.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 555'600 CHF | 558'100 CHF | 97.76% | 97.76% |
08.07.2024 | 0.45% | 111.11 % | 111.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 555'550 CHF | 558'050 CHF | 99.78% | 99.78% |
05.07.2024 | 0.45% | 111.11 % | 111.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 555'550 CHF | 558'050 CHF | 100.00% | 100.00% |
04.07.2024 | 0.45% | 111.11 % | 111.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 555'550 CHF | 558'050 CHF | 98.26% | 98.26% |
03.07.2024 | 0.45% | 111.09 % | 111.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 555'450 CHF | 557'950 CHF | 100.00% | 100.00% |
02.07.2024 | 0.45% | 111.09 % | 111.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 555'450 CHF | 557'950 CHF | 100.00% | 100.00% |