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 | 0.77% | 103.44 % | 104.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'544 CHF | 522'544 CHF | 100.00% | 100.00% |
12.07.2024 | 0.77% | 103.71 % | 104.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'629 CHF | 521'629 CHF | 78.49% | 78.49% |
11.07.2024 | 0.77% | 103.32 % | 104.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'308 CHF | 520'308 CHF | 100.00% | 100.00% |
10.07.2024 | 0.78% | 102.85 % | 103.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'073 CHF | 517'073 CHF | 94.72% | 94.72% |
09.07.2024 | 0.78% | 102.48 % | 103.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'304 CHF | 517'304 CHF | 97.77% | 97.77% |
08.07.2024 | 0.78% | 102.51 % | 103.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'683 CHF | 516'683 CHF | 99.78% | 99.78% |
05.07.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'028 CHF | 517'028 CHF | 100.00% | 100.00% |
04.07.2024 | 0.78% | 102.61 % | 103.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'663 CHF | 516'663 CHF | 98.27% | 98.27% |
03.07.2024 | 0.78% | 102.44 % | 103.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'952 CHF | 515'952 CHF | 100.00% | 100.00% |
02.07.2024 | 0.78% | 102.34 % | 103.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'914 CHF | 514'914 CHF | 100.00% | 100.00% |