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 | 0.63% | 109.80 % | 110.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 549'480 CHF | 552'980 CHF | 100.00% | 100.00% |
12.07.2024 | 0.63% | 109.91 % | 110.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 549'719 CHF | 553'219 CHF | 78.76% | 78.76% |
11.07.2024 | 0.63% | 109.97 % | 110.67 % | 500'000 | 500'000 | 500'000 | 500'000 | 549'676 CHF | 553'176 CHF | 100.00% | 100.00% |
10.07.2024 | 0.64% | 109.88 % | 110.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 549'363 CHF | 552'863 CHF | 94.74% | 94.74% |
09.07.2024 | 0.63% | 109.88 % | 110.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 549'478 CHF | 552'978 CHF | 97.77% | 97.77% |
08.07.2024 | 0.64% | 109.86 % | 110.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 549'423 CHF | 552'923 CHF | 99.76% | 99.76% |
05.07.2024 | 0.63% | 109.90 % | 110.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 549'478 CHF | 552'978 CHF | 100.00% | 100.00% |
04.07.2024 | 0.64% | 109.85 % | 110.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 549'194 CHF | 552'694 CHF | 98.25% | 98.25% |
03.07.2024 | 0.64% | 109.72 % | 110.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 548'531 CHF | 552'031 CHF | 100.00% | 100.00% |
02.07.2024 | 0.64% | 109.65 % | 110.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 547'827 CHF | 551'327 CHF | 100.00% | 100.00% |