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% | 106.88 % | 107.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'416 CHF | 537'916 CHF | 100.00% | 100.00% |
12.07.2024 | 0.47% | 107.09 % | 107.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'870 CHF | 537'370 CHF | 78.76% | 78.76% |
11.07.2024 | 0.47% | 106.73 % | 107.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'459 CHF | 533'959 CHF | 72.16% | 72.16% |
10.07.2024 | 0.47% | 105.43 % | 105.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'286 CHF | 533'786 CHF | 90.94% | 90.94% |
09.07.2024 | 0.47% | 105.69 % | 106.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'880 CHF | 533'380 CHF | 97.77% | 97.77% |
08.07.2024 | 0.47% | 106.58 % | 107.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'773 CHF | 535'273 CHF | 99.78% | 99.78% |
05.07.2024 | 0.47% | 106.19 % | 106.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'318 CHF | 534'818 CHF | 97.97% | 97.97% |
04.07.2024 | 0.47% | 106.37 % | 106.87 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'072 CHF | 534'572 CHF | 98.26% | 98.26% |
03.07.2024 | 0.47% | 106.25 % | 106.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'387 CHF | 531'887 CHF | 100.00% | 100.00% |
02.07.2024 | 0.47% | 105.25 % | 105.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'007 CHF | 529'507 CHF | 98.03% | 98.03% |