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% | 108.21 % | 108.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 541'050 CHF | 543'550 CHF | 100.00% | 100.00% |
12.07.2024 | 0.46% | 108.21 % | 108.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 541'050 CHF | 543'550 CHF | 78.76% | 78.76% |
11.07.2024 | 0.46% | 108.21 % | 108.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 541'050 CHF | 543'550 CHF | 100.00% | 100.00% |
10.07.2024 | 0.46% | 108.20 % | 108.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 540'990 CHF | 543'490 CHF | 94.73% | 94.73% |
09.07.2024 | 0.46% | 108.18 % | 108.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 540'947 CHF | 543'447 CHF | 97.76% | 97.76% |
08.07.2024 | 0.46% | 108.18 % | 108.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 540'926 CHF | 543'426 CHF | 99.78% | 99.78% |
05.07.2024 | 0.46% | 108.17 % | 108.67 % | 500'000 | 500'000 | 500'000 | 500'000 | 540'848 CHF | 543'348 CHF | 100.00% | 100.00% |
04.07.2024 | 0.46% | 108.16 % | 108.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 540'816 CHF | 543'316 CHF | 98.25% | 98.25% |
03.07.2024 | 0.46% | 108.15 % | 108.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 540'728 CHF | 543'228 CHF | 100.00% | 100.00% |
02.07.2024 | 0.46% | 108.10 % | 108.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 540'348 CHF | 542'848 CHF | 100.00% | 100.00% |