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 | 0.66% | 105.86 % | 106.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'448 CHF | 532'948 CHF | 100.00% | 100.00% |
12.07.2024 | 0.66% | 105.86 % | 106.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'213 CHF | 532'713 CHF | 78.49% | 78.49% |
11.07.2024 | 0.66% | 105.83 % | 106.53 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'056 CHF | 532'556 CHF | 100.00% | 100.00% |
10.07.2024 | 0.66% | 105.73 % | 106.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'574 CHF | 532'074 CHF | 94.72% | 94.72% |
09.07.2024 | 0.66% | 105.70 % | 106.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'582 CHF | 532'082 CHF | 97.76% | 97.76% |
08.07.2024 | 0.66% | 105.68 % | 106.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'444 CHF | 531'944 CHF | 99.78% | 99.78% |
05.07.2024 | 0.66% | 105.68 % | 106.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'471 CHF | 531'971 CHF | 100.00% | 100.00% |
04.07.2024 | 0.66% | 105.72 % | 106.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'509 CHF | 532'009 CHF | 98.26% | 98.26% |
03.07.2024 | 0.66% | 105.74 % | 106.44 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'832 CHF | 532'332 CHF | 100.00% | 100.00% |
02.07.2024 | 0.66% | 105.71 % | 106.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'373 CHF | 531'873 CHF | 100.00% | 100.00% |