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 | 0.48% | 104.36 % | 104.86 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'228 CHF | 524'728 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 104.40 % | 104.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'352 CHF | 524'852 CHF | 78.49% | 78.49% |
11.07.2024 | 0.48% | 104.49 % | 104.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'698 CHF | 524'198 CHF | 100.00% | 100.00% |
10.07.2024 | 0.48% | 104.05 % | 104.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'735 CHF | 522'235 CHF | 94.72% | 94.72% |
09.07.2024 | 0.48% | 103.91 % | 104.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'520 CHF | 523'020 CHF | 97.77% | 97.77% |
08.07.2024 | 0.48% | 103.74 % | 104.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'411 CHF | 520'911 CHF | 99.78% | 99.78% |
05.07.2024 | 0.48% | 103.63 % | 104.13 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'146 CHF | 520'646 CHF | 100.00% | 100.00% |
04.07.2024 | 0.48% | 103.61 % | 104.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'740 CHF | 520'240 CHF | 98.26% | 98.26% |
03.07.2024 | 0.48% | 103.44 % | 103.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'294 CHF | 519'794 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 103.02 % | 103.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'131 CHF | 516'631 CHF | 100.00% | 100.00% |