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 | 0.47% | 105.58 % | 106.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'355 CHF | 530'855 CHF | 100.00% | 100.00% |
12.07.2024 | 0.47% | 105.63 % | 106.13 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'093 CHF | 530'593 CHF | 78.76% | 78.76% |
11.07.2024 | 0.47% | 105.55 % | 106.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'515 CHF | 530'015 CHF | 100.00% | 100.00% |
10.07.2024 | 0.47% | 105.20 % | 105.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'073 CHF | 528'573 CHF | 94.73% | 94.73% |
09.07.2024 | 0.47% | 105.11 % | 105.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'674 CHF | 528'174 CHF | 97.77% | 97.77% |
08.07.2024 | 0.47% | 105.20 % | 105.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'152 CHF | 528'652 CHF | 99.77% | 99.77% |
05.07.2024 | 0.47% | 105.28 % | 105.78 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'003 CHF | 528'503 CHF | 100.00% | 100.00% |
04.07.2024 | 0.47% | 105.12 % | 105.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'850 CHF | 528'350 CHF | 98.27% | 98.27% |
03.07.2024 | 0.48% | 105.08 % | 105.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'896 CHF | 527'396 CHF | 100.00% | 100.00% |
02.07.2024 | 0.48% | 104.81 % | 105.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'575 CHF | 526'075 CHF | 100.00% | 100.00% |