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% | 104.52 % | 105.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'845 CHF | 528'845 CHF | 100.00% | 100.00% |
12.07.2024 | 0.95% | 104.74 % | 105.74 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'844 CHF | 527'844 CHF | 78.49% | 78.49% |
11.07.2024 | 0.95% | 104.37 % | 105.37 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'498 CHF | 526'498 CHF | 100.00% | 100.00% |
10.07.2024 | 0.96% | 103.87 % | 104.87 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'273 CHF | 523'273 CHF | 94.72% | 94.72% |
09.07.2024 | 0.96% | 103.52 % | 104.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'518 CHF | 523'518 CHF | 97.77% | 97.77% |
08.07.2024 | 0.96% | 103.57 % | 104.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'894 CHF | 522'894 CHF | 99.78% | 99.78% |
05.07.2024 | 0.96% | 103.43 % | 104.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'111 CHF | 523'111 CHF | 100.00% | 100.00% |
04.07.2024 | 0.96% | 103.61 % | 104.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'676 CHF | 522'676 CHF | 98.27% | 98.27% |
03.07.2024 | 0.96% | 103.46 % | 104.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'876 CHF | 521'876 CHF | 100.00% | 100.00% |
02.07.2024 | 0.96% | 103.33 % | 104.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'913 CHF | 520'913 CHF | 100.00% | 100.00% |