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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.48% | 103.19 % | 103.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'767 CHF | 518'267 CHF | 78.49% | 78.49% |
11.07.2024 | 0.48% | 103.13 % | 103.63 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'627 CHF | 518'127 CHF | 100.00% | 100.00% |
10.07.2024 | 0.48% | 103.10 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'450 CHF | 517'950 CHF | 94.72% | 94.72% |
09.07.2024 | 0.48% | 103.07 % | 103.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'481 CHF | 517'981 CHF | 97.77% | 97.77% |
08.07.2024 | 0.48% | 103.08 % | 103.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'404 CHF | 517'904 CHF | 99.78% | 99.78% |
05.07.2024 | 0.48% | 103.04 % | 103.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'273 CHF | 517'773 CHF | 100.00% | 100.00% |
04.07.2024 | 0.48% | 103.02 % | 103.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'092 CHF | 517'592 CHF | 98.25% | 98.25% |
03.07.2024 | 0.48% | 102.99 % | 103.49 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'821 CHF | 517'321 CHF | 100.00% | 100.00% |
02.07.2024 | 0.48% | 102.89 % | 103.39 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'270 CHF | 516'770 CHF | 100.00% | 100.00% |
01.07.2024 | 0.48% | 102.89 % | 103.39 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'368 CHF | 516'868 CHF | 98.66% | 98.66% |