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% | 107.82 % | 108.32 % | 500'000 | 500'000 | 500'000 | 500'000 | 539'131 CHF | 541'631 CHF | 100.00% | 100.00% |
12.07.2024 | 0.46% | 107.82 % | 108.32 % | 500'000 | 500'000 | 500'000 | 500'000 | 539'119 CHF | 541'619 CHF | 78.76% | 78.76% |
11.07.2024 | 0.46% | 107.82 % | 108.32 % | 500'000 | 500'000 | 500'000 | 500'000 | 539'083 CHF | 541'583 CHF | 100.00% | 100.00% |
10.07.2024 | 0.46% | 107.74 % | 108.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'722 CHF | 541'222 CHF | 94.73% | 94.73% |
09.07.2024 | 0.46% | 107.76 % | 108.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'844 CHF | 541'344 CHF | 97.75% | 97.75% |
08.07.2024 | 0.46% | 107.77 % | 108.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'830 CHF | 541'330 CHF | 99.78% | 99.78% |
05.07.2024 | 0.46% | 107.74 % | 108.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'719 CHF | 541'219 CHF | 100.00% | 100.00% |
04.07.2024 | 0.46% | 107.74 % | 108.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'682 CHF | 541'182 CHF | 98.26% | 98.26% |
03.07.2024 | 0.46% | 107.71 % | 108.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'615 CHF | 541'115 CHF | 100.00% | 100.00% |
02.07.2024 | 0.46% | 107.70 % | 108.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'391 CHF | 540'891 CHF | 100.00% | 100.00% |