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% | 104.75 % | 105.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'857 CHF | 526'357 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 104.76 % | 105.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'740 CHF | 526'240 CHF | 78.49% | 78.49% |
11.07.2024 | 0.48% | 104.74 % | 105.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'729 CHF | 526'229 CHF | 100.00% | 100.00% |
10.07.2024 | 0.48% | 104.73 % | 105.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'604 CHF | 526'104 CHF | 94.72% | 94.72% |
09.07.2024 | 0.48% | 104.71 % | 105.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'583 CHF | 526'083 CHF | 97.75% | 97.75% |
08.07.2024 | 0.48% | 104.75 % | 105.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'737 CHF | 526'237 CHF | 99.79% | 99.79% |
05.07.2024 | 0.48% | 104.68 % | 105.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'447 CHF | 525'947 CHF | 100.00% | 100.00% |
04.07.2024 | 0.48% | 104.68 % | 105.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'393 CHF | 525'893 CHF | 98.26% | 98.26% |
03.07.2024 | 0.48% | 104.66 % | 105.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'263 CHF | 525'764 CHF | 100.00% | 100.00% |
02.07.2024 | 0.48% | 104.60 % | 105.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'892 CHF | 525'392 CHF | 100.00% | 100.00% |