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 | 0.48% | 104.74 % | 105.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'700 CHF | 526'200 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 104.74 % | 105.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'700 CHF | 526'200 CHF | 78.76% | 78.76% |
11.07.2024 | 0.48% | 104.73 % | 105.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'650 CHF | 526'150 CHF | 100.00% | 100.00% |
10.07.2024 | 0.48% | 104.72 % | 105.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'600 CHF | 526'100 CHF | 94.74% | 94.74% |
09.07.2024 | 0.48% | 104.72 % | 105.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'600 CHF | 526'100 CHF | 97.76% | 97.76% |
08.07.2024 | 0.48% | 104.72 % | 105.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'600 CHF | 526'100 CHF | 99.77% | 99.77% |
05.07.2024 | 0.48% | 104.71 % | 105.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'550 CHF | 526'050 CHF | 100.00% | 100.00% |
04.07.2024 | 0.48% | 104.71 % | 105.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'550 CHF | 526'050 CHF | 98.25% | 98.25% |
03.07.2024 | 0.48% | 104.70 % | 105.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'500 CHF | 526'000 CHF | 100.00% | 100.00% |
02.07.2024 | 0.48% | 104.69 % | 105.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'450 CHF | 525'950 CHF | 100.00% | 100.00% |