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% | 104.05 % | 104.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'286 CHF | 522'786 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 104.04 % | 104.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'141 CHF | 522'641 CHF | 78.76% | 78.76% |
11.07.2024 | 0.48% | 104.02 % | 104.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'033 CHF | 522'533 CHF | 100.00% | 100.00% |
10.07.2024 | 0.48% | 103.98 % | 104.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'904 CHF | 522'404 CHF | 94.73% | 94.73% |
09.07.2024 | 0.48% | 103.99 % | 104.49 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'034 CHF | 522'534 CHF | 97.75% | 97.75% |
08.07.2024 | 0.48% | 104.01 % | 104.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'055 CHF | 522'555 CHF | 99.78% | 99.78% |
05.07.2024 | 0.48% | 103.87 % | 104.37 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'531 CHF | 522'031 CHF | 100.00% | 100.00% |
04.07.2024 | 0.48% | 103.90 % | 104.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'489 CHF | 521'989 CHF | 98.27% | 98.27% |
03.07.2024 | 0.48% | 103.95 % | 104.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'648 CHF | 522'148 CHF | 100.00% | 100.00% |
02.07.2024 | 0.48% | 103.87 % | 104.37 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'288 CHF | 521'788 CHF | 100.00% | 100.00% |