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% | 103.06 % | 103.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'989 CHF | 518'489 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 103.32 % | 103.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'813 CHF | 518'313 CHF | 78.76% | 78.76% |
11.07.2024 | 0.48% | 103.20 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'903 CHF | 518'403 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 102.68 % | 103.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'063 CHF | 515'563 CHF | 94.73% | 94.73% |
09.07.2024 | 0.49% | 102.73 % | 103.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'405 CHF | 514'905 CHF | 97.77% | 97.77% |
08.07.2024 | 0.49% | 102.38 % | 102.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'894 CHF | 515'394 CHF | 99.78% | 99.78% |
05.07.2024 | 0.49% | 102.64 % | 103.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'649 CHF | 516'149 CHF | 100.00% | 100.00% |
04.07.2024 | 0.48% | 102.85 % | 103.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'773 CHF | 517'273 CHF | 98.25% | 98.25% |
03.07.2024 | 0.48% | 103.12 % | 103.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'956 CHF | 517'456 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 102.45 % | 102.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'840 CHF | 514'340 CHF | 100.00% | 100.00% |