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 | 0.45% | 110.25 % | 110.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 552'008 CHF | 554'508 CHF | 100.00% | 100.00% |
12.07.2024 | 0.45% | 110.19 % | 110.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 549'474 CHF | 551'974 CHF | 78.49% | 78.49% |
11.07.2024 | 0.45% | 110.00 % | 110.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 549'377 CHF | 551'877 CHF | 100.00% | 100.00% |
10.07.2024 | 0.46% | 109.60 % | 110.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 547'708 CHF | 550'208 CHF | 94.72% | 94.72% |
09.07.2024 | 0.45% | 109.58 % | 110.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 548'919 CHF | 551'419 CHF | 97.77% | 97.77% |
08.07.2024 | 0.45% | 109.75 % | 110.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 548'324 CHF | 550'824 CHF | 99.78% | 99.78% |
05.07.2024 | 0.45% | 109.74 % | 110.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 549'578 CHF | 552'078 CHF | 100.00% | 100.00% |
04.07.2024 | 0.46% | 109.53 % | 110.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 547'933 CHF | 550'433 CHF | 98.26% | 98.26% |
03.07.2024 | 0.46% | 109.44 % | 109.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 546'959 CHF | 549'459 CHF | 100.00% | 100.00% |
02.07.2024 | 0.46% | 109.00 % | 109.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 543'353 CHF | 545'853 CHF | 100.00% | 100.00% |