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 | 0.47% | 106.61 % | 107.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'083 CHF | 535'583 CHF | 100.00% | 100.00% |
12.07.2024 | 0.47% | 106.61 % | 107.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'050 CHF | 535'550 CHF | 78.76% | 78.76% |
11.07.2024 | 0.47% | 106.61 % | 107.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'050 CHF | 535'550 CHF | 100.00% | 100.00% |
10.07.2024 | 0.47% | 106.60 % | 107.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'000 CHF | 535'500 CHF | 94.73% | 94.73% |
09.07.2024 | 0.47% | 106.59 % | 107.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'950 CHF | 535'450 CHF | 97.76% | 97.76% |
08.07.2024 | 0.47% | 106.59 % | 107.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'950 CHF | 535'450 CHF | 99.77% | 99.77% |
05.07.2024 | 0.47% | 106.58 % | 107.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'900 CHF | 535'400 CHF | 100.00% | 100.00% |
04.07.2024 | 0.47% | 106.58 % | 107.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'900 CHF | 535'400 CHF | 98.27% | 98.27% |
03.07.2024 | 0.47% | 106.57 % | 107.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'850 CHF | 535'350 CHF | 100.00% | 100.00% |
02.07.2024 | 0.47% | 106.57 % | 107.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'844 CHF | 535'344 CHF | 100.00% | 100.00% |