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% | 104.91 % | 105.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'330 CHF | 526'830 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 104.84 % | 105.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'891 CHF | 526'391 CHF | 78.76% | 78.76% |
11.07.2024 | 0.48% | 104.79 % | 105.29 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'518 CHF | 526'018 CHF | 100.00% | 100.00% |
10.07.2024 | 0.48% | 104.64 % | 105.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'454 CHF | 525'954 CHF | 94.73% | 94.73% |
09.07.2024 | 0.48% | 104.58 % | 105.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'983 CHF | 525'483 CHF | 97.76% | 97.76% |
08.07.2024 | 0.48% | 104.47 % | 104.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'706 CHF | 525'206 CHF | 99.77% | 99.77% |
05.07.2024 | 0.48% | 104.56 % | 105.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'714 CHF | 525'214 CHF | 100.00% | 100.00% |
04.07.2024 | 0.48% | 104.46 % | 104.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'346 CHF | 524'846 CHF | 98.25% | 98.25% |
03.07.2024 | 0.48% | 104.38 % | 104.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'327 CHF | 523'827 CHF | 100.00% | 100.00% |
02.07.2024 | 0.48% | 104.17 % | 104.67 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'907 CHF | 523'407 CHF | 100.00% | 100.00% |