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% | 108.48 % | 108.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 542'408 CHF | 544'908 CHF | 100.00% | 100.00% |
12.07.2024 | 0.46% | 108.48 % | 108.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 542'400 CHF | 544'900 CHF | 78.75% | 78.75% |
11.07.2024 | 0.46% | 108.48 % | 108.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 542'398 CHF | 544'898 CHF | 100.00% | 100.00% |
10.07.2024 | 0.46% | 108.47 % | 108.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 542'326 CHF | 544'826 CHF | 94.73% | 94.73% |
09.07.2024 | 0.46% | 108.46 % | 108.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 542'303 CHF | 544'803 CHF | 97.76% | 97.76% |
08.07.2024 | 0.46% | 108.46 % | 108.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 542'299 CHF | 544'799 CHF | 99.77% | 99.77% |
05.07.2024 | 0.46% | 108.45 % | 108.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 542'247 CHF | 544'747 CHF | 100.00% | 100.00% |
04.07.2024 | 0.46% | 108.45 % | 108.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 542'222 CHF | 544'722 CHF | 98.25% | 98.25% |
03.07.2024 | 0.46% | 108.43 % | 108.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 542'054 CHF | 544'554 CHF | 100.00% | 100.00% |
02.07.2024 | 0.46% | 108.42 % | 108.92 % | 500'000 | 500'000 | 500'000 | 500'000 | 542'023 CHF | 544'523 CHF | 100.00% | 100.00% |