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 | 0.48% | 103.24 % | 103.74 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'626 CHF | 518'126 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 103.30 % | 103.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'252 CHF | 518'752 CHF | 78.76% | 78.76% |
11.07.2024 | 0.48% | 103.12 % | 103.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'718 CHF | 518'218 CHF | 100.00% | 100.00% |
10.07.2024 | 0.48% | 103.25 % | 103.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'162 CHF | 518'662 CHF | 94.72% | 94.72% |
09.07.2024 | 0.48% | 103.21 % | 103.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'226 CHF | 518'726 CHF | 97.76% | 97.76% |
08.07.2024 | 0.48% | 103.20 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'883 CHF | 518'383 CHF | 99.78% | 99.78% |
05.07.2024 | 0.48% | 103.17 % | 103.67 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'841 CHF | 518'341 CHF | 100.00% | 100.00% |
04.07.2024 | 0.48% | 103.13 % | 103.63 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'644 CHF | 518'144 CHF | 98.27% | 98.27% |
03.07.2024 | 0.48% | 103.13 % | 103.63 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'369 CHF | 517'869 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 102.95 % | 103.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'029 CHF | 516'529 CHF | 100.00% | 100.00% |