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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.48% | 103.56 % | 104.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'734 CHF | 520'234 CHF | 78.49% | 78.49% |
11.07.2024 | 0.48% | 103.54 % | 104.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'660 CHF | 520'160 CHF | 100.00% | 100.00% |
10.07.2024 | 0.48% | 103.51 % | 104.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'496 CHF | 519'996 CHF | 94.72% | 94.72% |
09.07.2024 | 0.48% | 103.49 % | 103.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'515 CHF | 520'015 CHF | 97.77% | 97.77% |
08.07.2024 | 0.48% | 103.52 % | 104.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'623 CHF | 520'123 CHF | 99.78% | 99.78% |
05.07.2024 | 0.48% | 103.48 % | 103.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'429 CHF | 519'929 CHF | 100.00% | 100.00% |
04.07.2024 | 0.48% | 103.46 % | 103.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'282 CHF | 519'782 CHF | 98.26% | 98.26% |
03.07.2024 | 0.48% | 103.45 % | 103.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'139 CHF | 519'639 CHF | 100.00% | 100.00% |
02.07.2024 | 0.48% | 103.38 % | 103.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'830 CHF | 519'330 CHF | 100.00% | 100.00% |
01.07.2024 | 0.48% | 103.40 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'912 CHF | 519'412 CHF | 98.65% | 98.65% |