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% | 103.64 % | 104.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'478 CHF | 520'978 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 103.67 % | 104.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'167 CHF | 520'667 CHF | 78.49% | 78.49% |
11.07.2024 | 0.48% | 103.62 % | 104.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'992 CHF | 520'492 CHF | 100.00% | 100.00% |
10.07.2024 | 0.48% | 103.53 % | 104.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'439 CHF | 519'939 CHF | 94.72% | 94.72% |
09.07.2024 | 0.48% | 103.48 % | 103.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'648 CHF | 520'148 CHF | 97.76% | 97.76% |
08.07.2024 | 0.48% | 103.49 % | 103.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'484 CHF | 519'984 CHF | 99.78% | 99.78% |
05.07.2024 | 0.48% | 103.48 % | 103.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'490 CHF | 519'990 CHF | 100.00% | 100.00% |
04.07.2024 | 0.48% | 103.49 % | 103.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'352 CHF | 519'852 CHF | 98.25% | 98.25% |
03.07.2024 | 0.48% | 103.42 % | 103.92 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'071 CHF | 519'571 CHF | 100.00% | 100.00% |
02.07.2024 | 0.48% | 103.34 % | 103.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'210 CHF | 518'710 CHF | 100.00% | 100.00% |