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% | 108.86 % | 109.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 545'516 CHF | 548'016 CHF | 100.00% | 100.00% |
12.07.2024 | 0.46% | 109.00 % | 109.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 545'291 CHF | 547'791 CHF | 78.49% | 78.49% |
11.07.2024 | 0.46% | 109.08 % | 109.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 545'143 CHF | 547'643 CHF | 100.00% | 100.00% |
10.07.2024 | 0.46% | 108.92 % | 109.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 544'742 CHF | 547'242 CHF | 94.72% | 94.72% |
09.07.2024 | 0.46% | 108.91 % | 109.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 545'167 CHF | 547'667 CHF | 97.75% | 97.75% |
08.07.2024 | 0.46% | 108.92 % | 109.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 545'050 CHF | 547'550 CHF | 99.79% | 99.79% |
05.07.2024 | 0.46% | 109.00 % | 109.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 545'150 CHF | 547'650 CHF | 100.00% | 100.00% |
04.07.2024 | 0.46% | 108.90 % | 109.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 544'483 CHF | 546'983 CHF | 98.26% | 98.26% |
03.07.2024 | 0.46% | 108.67 % | 109.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 543'315 CHF | 545'815 CHF | 100.00% | 100.00% |
02.07.2024 | 0.46% | 108.53 % | 109.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 541'796 CHF | 544'296 CHF | 100.00% | 100.00% |