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% | 108.15 % | 108.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 541'071 CHF | 543'571 CHF | 100.00% | 100.00% |
12.07.2024 | 0.46% | 108.18 % | 108.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 540'311 CHF | 542'811 CHF | 78.76% | 78.76% |
11.07.2024 | 0.46% | 108.24 % | 108.74 % | 500'000 | 500'000 | 500'000 | 500'000 | 540'856 CHF | 543'356 CHF | 100.00% | 100.00% |
10.07.2024 | 0.46% | 107.54 % | 108.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'350 CHF | 539'850 CHF | 94.73% | 94.73% |
09.07.2024 | 0.46% | 107.34 % | 107.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'474 CHF | 538'974 CHF | 97.75% | 97.75% |
08.07.2024 | 0.46% | 107.43 % | 107.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'240 CHF | 540'740 CHF | 99.78% | 99.78% |
05.07.2024 | 0.46% | 107.63 % | 108.13 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'787 CHF | 541'287 CHF | 100.00% | 100.00% |
04.07.2024 | 0.46% | 107.79 % | 108.29 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'770 CHF | 541'270 CHF | 98.27% | 98.27% |
03.07.2024 | 0.46% | 107.80 % | 108.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'377 CHF | 540'877 CHF | 100.00% | 100.00% |
02.07.2024 | 0.47% | 107.12 % | 107.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'236 CHF | 536'736 CHF | 100.00% | 100.00% |