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 | 0.47% | 105.76 % | 106.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'881 CHF | 531'381 CHF | 100.00% | 100.00% |
12.07.2024 | 0.47% | 105.79 % | 106.29 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'975 CHF | 531'475 CHF | 78.49% | 78.49% |
11.07.2024 | 0.47% | 105.78 % | 106.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'948 CHF | 531'448 CHF | 100.00% | 100.00% |
10.07.2024 | 0.47% | 105.73 % | 106.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'565 CHF | 531'065 CHF | 94.72% | 94.72% |
09.07.2024 | 0.47% | 105.69 % | 106.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'326 CHF | 530'826 CHF | 97.76% | 97.76% |
08.07.2024 | 0.47% | 105.56 % | 106.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'615 CHF | 530'115 CHF | 99.78% | 99.78% |
05.07.2024 | 0.47% | 105.52 % | 106.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'574 CHF | 530'074 CHF | 100.00% | 100.00% |
04.07.2024 | 0.47% | 105.55 % | 106.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'542 CHF | 530'042 CHF | 98.25% | 98.25% |
03.07.2024 | 0.47% | 105.47 % | 105.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'752 CHF | 529'252 CHF | 100.00% | 100.00% |
02.07.2024 | 0.47% | 105.35 % | 105.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'680 CHF | 529'180 CHF | 100.00% | 100.00% |