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 | 0.76% | 105.50 % | 106.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'512 CHF | 531'512 CHF | 100.00% | 100.00% |
12.07.2024 | 0.94% | 105.40 % | 106.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'000 CHF | 532'000 CHF | 100.00% | 100.00% |
11.07.2024 | 0.94% | 105.40 % | 106.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'994 CHF | 531'994 CHF | 100.00% | 100.00% |
10.07.2024 | 0.76% | 105.60 % | 106.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'615 CHF | 531'615 CHF | 100.00% | 100.00% |
09.07.2024 | 0.76% | 105.50 % | 106.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'449 CHF | 531'449 CHF | 99.59% | 99.59% |
08.07.2024 | 0.94% | 105.50 % | 106.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'492 CHF | 532'492 CHF | 100.00% | 100.00% |
05.07.2024 | 0.94% | 105.50 % | 106.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'449 CHF | 532'449 CHF | 100.00% | 100.00% |
04.07.2024 | 0.75% | 105.60 % | 106.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'205 CHF | 532'205 CHF | 99.45% | 99.45% |
03.07.2024 | 0.75% | 105.70 % | 106.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'112 CHF | 532'112 CHF | 100.00% | 100.00% |
02.07.2024 | 0.95% | 105.30 % | 106.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'347 CHF | 531'347 CHF | 100.00% | 100.00% |