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% | 104.53 % | 105.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'802 CHF | 525'302 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 104.63 % | 105.13 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'632 CHF | 525'132 CHF | 78.76% | 78.76% |
11.07.2024 | 0.48% | 104.51 % | 105.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'629 CHF | 525'129 CHF | 100.00% | 100.00% |
10.07.2024 | 0.48% | 104.53 % | 105.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'181 CHF | 525'681 CHF | 94.73% | 94.73% |
09.07.2024 | 0.48% | 104.77 % | 105.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'722 CHF | 526'222 CHF | 97.75% | 97.75% |
08.07.2024 | 0.48% | 104.71 % | 105.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'527 CHF | 526'027 CHF | 99.77% | 99.77% |
05.07.2024 | 0.48% | 104.72 % | 105.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'832 CHF | 526'332 CHF | 100.00% | 100.00% |
04.07.2024 | 0.48% | 104.87 % | 105.37 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'128 CHF | 526'628 CHF | 98.26% | 98.26% |
03.07.2024 | 0.48% | 104.83 % | 105.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'088 CHF | 526'588 CHF | 100.00% | 100.00% |
02.07.2024 | 0.48% | 104.77 % | 105.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'874 CHF | 526'374 CHF | 100.00% | 100.00% |