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% | 106.54 % | 107.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'700 CHF | 535'200 CHF | 100.00% | 100.00% |
12.07.2024 | 0.47% | 106.53 % | 107.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'650 CHF | 535'150 CHF | 78.76% | 78.76% |
11.07.2024 | 0.47% | 106.53 % | 107.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'650 CHF | 535'150 CHF | 100.00% | 100.00% |
10.07.2024 | 0.47% | 106.51 % | 107.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'550 CHF | 535'050 CHF | 94.72% | 94.72% |
09.07.2024 | 0.47% | 106.51 % | 107.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'550 CHF | 535'050 CHF | 97.77% | 97.77% |
08.07.2024 | 0.47% | 106.50 % | 107.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'494 CHF | 534'994 CHF | 99.78% | 99.78% |
05.07.2024 | 0.47% | 106.49 % | 106.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'447 CHF | 534'947 CHF | 100.00% | 100.00% |
04.07.2024 | 0.47% | 106.49 % | 106.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'450 CHF | 534'950 CHF | 98.26% | 98.26% |
03.07.2024 | 0.47% | 106.47 % | 106.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'251 CHF | 534'751 CHF | 100.00% | 100.00% |
02.07.2024 | 0.47% | 106.45 % | 106.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'189 CHF | 534'689 CHF | 100.00% | 100.00% |