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% | 103.94 % | 104.44 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'858 CHF | 523'358 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 104.02 % | 104.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'666 CHF | 522'166 CHF | 78.76% | 78.76% |
11.07.2024 | 0.48% | 103.86 % | 104.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'863 CHF | 521'363 CHF | 100.00% | 100.00% |
10.07.2024 | 0.48% | 103.52 % | 104.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'251 CHF | 519'751 CHF | 94.72% | 94.72% |
09.07.2024 | 0.48% | 103.53 % | 104.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'157 CHF | 520'657 CHF | 97.76% | 97.76% |
08.07.2024 | 0.48% | 103.47 % | 103.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'745 CHF | 520'245 CHF | 99.78% | 99.78% |
05.07.2024 | 0.48% | 103.51 % | 104.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'699 CHF | 520'199 CHF | 100.00% | 100.00% |
04.07.2024 | 0.48% | 103.52 % | 104.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'224 CHF | 519'724 CHF | 98.27% | 98.27% |
03.07.2024 | 0.48% | 103.27 % | 103.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'520 CHF | 519'020 CHF | 100.00% | 100.00% |
02.07.2024 | 0.48% | 103.08 % | 103.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'934 CHF | 517'434 CHF | 100.00% | 100.00% |