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% | 108.71 % | 109.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 543'550 CHF | 546'050 CHF | 100.00% | 100.00% |
12.07.2024 | 0.46% | 108.71 % | 109.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 543'550 CHF | 546'050 CHF | 78.76% | 78.76% |
11.07.2024 | 0.46% | 108.71 % | 109.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 543'508 CHF | 546'008 CHF | 100.00% | 100.00% |
10.07.2024 | 0.46% | 108.68 % | 109.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 543'385 CHF | 545'885 CHF | 94.72% | 94.72% |
09.07.2024 | 0.46% | 108.61 % | 109.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 543'279 CHF | 545'779 CHF | 97.77% | 97.77% |
08.07.2024 | 0.46% | 108.67 % | 109.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 543'325 CHF | 545'825 CHF | 99.79% | 99.79% |
05.07.2024 | 0.46% | 108.52 % | 109.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 542'993 CHF | 545'493 CHF | 100.00% | 100.00% |
04.07.2024 | 0.46% | 108.56 % | 109.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 542'938 CHF | 545'438 CHF | 98.27% | 98.27% |
03.07.2024 | 0.46% | 108.53 % | 109.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 542'216 CHF | 544'716 CHF | 100.00% | 100.00% |
02.07.2024 | 0.46% | 108.31 % | 108.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 541'578 CHF | 544'078 CHF | 56.13% | 56.13% |