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% | 103.25 % | 103.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'941 CHF | 519'441 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 103.39 % | 103.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'760 CHF | 519'260 CHF | 78.49% | 78.49% |
11.07.2024 | 0.48% | 103.40 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'075 CHF | 519'575 CHF | 100.00% | 100.00% |
10.07.2024 | 0.48% | 103.27 % | 103.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'171 CHF | 518'671 CHF | 94.72% | 94.72% |
09.07.2024 | 0.48% | 103.06 % | 103.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'697 CHF | 518'197 CHF | 97.76% | 97.76% |
08.07.2024 | 0.48% | 103.16 % | 103.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'905 CHF | 518'405 CHF | 99.78% | 99.78% |
05.07.2024 | 0.48% | 102.95 % | 103.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'877 CHF | 517'377 CHF | 100.00% | 100.00% |
04.07.2024 | 0.48% | 102.96 % | 103.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'901 CHF | 517'401 CHF | 98.26% | 98.26% |
03.07.2024 | 0.49% | 102.85 % | 103.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'476 CHF | 515'976 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 102.86 % | 103.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'607 CHF | 516'107 CHF | 100.00% | 100.00% |