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% | 106.60 % | 107.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'408 CHF | 535'908 CHF | 100.00% | 100.00% |
12.07.2024 | 0.47% | 106.87 % | 107.37 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'584 CHF | 536'084 CHF | 78.76% | 78.76% |
11.07.2024 | 0.47% | 106.71 % | 107.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'068 CHF | 534'568 CHF | 100.00% | 100.00% |
10.07.2024 | 0.47% | 106.16 % | 106.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'464 CHF | 532'964 CHF | 94.73% | 94.73% |
09.07.2024 | 0.47% | 105.59 % | 106.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'506 CHF | 532'006 CHF | 97.76% | 97.76% |
08.07.2024 | 0.47% | 106.41 % | 106.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'568 CHF | 535'068 CHF | 99.78% | 99.78% |
05.07.2024 | 0.47% | 106.67 % | 107.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'120 CHF | 536'620 CHF | 100.00% | 100.00% |
04.07.2024 | 0.47% | 106.72 % | 107.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'791 CHF | 536'291 CHF | 98.25% | 98.25% |
03.07.2024 | 0.47% | 106.75 % | 107.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'189 CHF | 535'689 CHF | 100.00% | 100.00% |
02.07.2024 | 0.47% | 106.33 % | 106.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'975 CHF | 533'475 CHF | 100.00% | 100.00% |