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 | 0.45% | 111.77 % | 112.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 558'825 CHF | 561'325 CHF | 100.00% | 100.00% |
12.07.2024 | 0.45% | 111.73 % | 112.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 558'328 CHF | 560'828 CHF | 78.76% | 78.76% |
11.07.2024 | 0.45% | 111.53 % | 112.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 557'429 CHF | 559'929 CHF | 99.99% | 99.99% |
10.07.2024 | 0.45% | 111.49 % | 111.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 557'401 CHF | 559'901 CHF | 94.74% | 94.74% |
09.07.2024 | 0.45% | 111.34 % | 111.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 557'452 CHF | 559'952 CHF | 97.77% | 97.77% |
08.07.2024 | 0.45% | 111.57 % | 112.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 557'844 CHF | 560'344 CHF | 99.77% | 99.77% |
05.07.2024 | 0.45% | 111.49 % | 111.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 557'400 CHF | 559'900 CHF | 100.00% | 100.00% |
04.07.2024 | 0.45% | 111.39 % | 111.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 557'355 CHF | 559'855 CHF | 98.27% | 98.27% |
03.07.2024 | 0.45% | 111.60 % | 112.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 558'085 CHF | 560'585 CHF | 100.00% | 100.00% |
02.07.2024 | 0.45% | 111.59 % | 112.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 557'913 CHF | 560'413 CHF | 100.00% | 100.00% |