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% | 103.10 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'561 CHF | 518'061 CHF | 99.38% | 99.38% |
12.07.2024 | 0.48% | 103.10 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'476 CHF | 517'976 CHF | 90.89% | 90.89% |
11.07.2024 | 0.48% | 103.10 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'341 CHF | 517'841 CHF | 99.38% | 99.38% |
10.07.2024 | 0.48% | 103.10 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'500 CHF | 518'000 CHF | 99.35% | 99.35% |
09.07.2024 | 0.48% | 103.10 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'661 CHF | 518'161 CHF | 67.72% | 67.72% |
08.07.2024 | 0.48% | 103.15 % | 103.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'692 CHF | 518'192 CHF | 99.38% | 99.38% |
05.07.2024 | 0.48% | 103.20 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'000 CHF | 518'500 CHF | 99.07% | 99.07% |
04.07.2024 | 0.48% | 103.20 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'975 CHF | 518'475 CHF | 98.55% | 98.55% |
03.07.2024 | 0.48% | 103.25 % | 103.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'003 CHF | 518'503 CHF | 99.34% | 99.34% |
02.07.2024 | 0.48% | 103.15 % | 103.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'450 CHF | 517'950 CHF | 99.37% | 99.37% |