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 | 0.59% | 103.89 % | 104.89 % | 500'000 | 500'000 | 499'568 | 500'000 | 522'910 CHF | 526'461 CHF | 75.31% | 75.52% |
12.07.2024 | 0.47% | 106.65 % | 107.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'610 CHF | 535'110 CHF | 78.49% | 78.49% |
11.07.2024 | 0.47% | 106.38 % | 106.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'863 CHF | 534'363 CHF | 100.00% | 100.00% |
10.07.2024 | 0.47% | 106.23 % | 106.73 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'767 CHF | 533'267 CHF | 94.72% | 94.72% |
09.07.2024 | 0.47% | 106.16 % | 106.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'317 CHF | 533'817 CHF | 97.77% | 97.77% |
08.07.2024 | 0.47% | 106.26 % | 106.76 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'526 CHF | 534'026 CHF | 99.78% | 99.78% |
05.07.2024 | 0.47% | 106.24 % | 106.74 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'226 CHF | 534'726 CHF | 100.00% | 100.00% |
04.07.2024 | 0.47% | 106.39 % | 106.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'766 CHF | 534'266 CHF | 98.26% | 98.26% |
03.07.2024 | 0.47% | 106.19 % | 106.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'532 CHF | 533'032 CHF | 100.00% | 100.00% |
02.07.2024 | 0.47% | 106.03 % | 106.53 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'166 CHF | 531'666 CHF | 100.00% | 100.00% |