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 | 0.47% | 105.59 % | 106.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'950 CHF | 530'450 CHF | 100.00% | 100.00% |
12.07.2024 | 0.47% | 105.59 % | 106.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'950 CHF | 530'450 CHF | 78.75% | 78.75% |
11.07.2024 | 0.47% | 105.58 % | 106.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'900 CHF | 530'400 CHF | 100.00% | 100.00% |
10.07.2024 | 0.47% | 105.57 % | 106.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'850 CHF | 530'350 CHF | 94.73% | 94.73% |
09.07.2024 | 0.47% | 105.57 % | 106.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'850 CHF | 530'350 CHF | 97.75% | 97.75% |
08.07.2024 | 0.47% | 105.57 % | 106.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'850 CHF | 530'350 CHF | 99.77% | 99.77% |
05.07.2024 | 0.47% | 105.56 % | 106.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'800 CHF | 530'300 CHF | 100.00% | 100.00% |
04.07.2024 | 0.47% | 105.56 % | 106.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'800 CHF | 530'300 CHF | 98.26% | 98.26% |
03.07.2024 | 0.47% | 105.55 % | 106.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'750 CHF | 530'250 CHF | 100.00% | 100.00% |
02.07.2024 | 0.47% | 105.54 % | 106.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'700 CHF | 530'200 CHF | 100.00% | 100.00% |