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 | 0.46% | 107.50 % | 108.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'500 CHF | 540'000 CHF | 100.00% | 100.00% |
12.07.2024 | 0.46% | 107.50 % | 108.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'500 CHF | 540'000 CHF | 78.76% | 78.76% |
11.07.2024 | 0.46% | 107.49 % | 107.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'450 CHF | 539'950 CHF | 100.00% | 100.00% |
10.07.2024 | 0.46% | 107.48 % | 107.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'400 CHF | 539'900 CHF | 94.74% | 94.74% |
09.07.2024 | 0.46% | 107.48 % | 107.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'392 CHF | 539'892 CHF | 97.77% | 97.77% |
08.07.2024 | 0.46% | 107.47 % | 107.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'350 CHF | 539'850 CHF | 99.76% | 99.76% |
05.07.2024 | 0.46% | 107.46 % | 107.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'300 CHF | 539'800 CHF | 100.00% | 100.00% |
04.07.2024 | 0.46% | 107.46 % | 107.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'286 CHF | 539'786 CHF | 98.27% | 98.27% |
03.07.2024 | 0.46% | 107.43 % | 107.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'092 CHF | 539'592 CHF | 100.00% | 100.00% |
02.07.2024 | 0.46% | 107.43 % | 107.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'081 CHF | 539'581 CHF | 100.00% | 100.00% |