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 | 0.77% | 102.89 % | 103.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'843 CHF | 518'843 CHF | 100.00% | 100.00% |
12.07.2024 | 0.77% | 102.91 % | 103.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'288 CHF | 518'288 CHF | 78.49% | 78.49% |
11.07.2024 | 0.78% | 102.78 % | 103.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'585 CHF | 517'585 CHF | 100.00% | 100.00% |
10.07.2024 | 0.78% | 102.53 % | 103.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'315 CHF | 516'315 CHF | 94.73% | 94.73% |
09.07.2024 | 0.78% | 102.38 % | 103.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'270 CHF | 516'270 CHF | 97.77% | 97.77% |
08.07.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'119 CHF | 516'119 CHF | 99.78% | 99.78% |
05.07.2024 | 0.78% | 102.36 % | 103.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'109 CHF | 516'109 CHF | 100.00% | 100.00% |
04.07.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'859 CHF | 515'859 CHF | 98.27% | 98.27% |
03.07.2024 | 0.78% | 102.34 % | 103.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'329 CHF | 515'329 CHF | 100.00% | 100.00% |
02.07.2024 | 0.78% | 102.25 % | 103.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'957 CHF | 514'957 CHF | 100.00% | 100.00% |