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% | 107.18 % | 107.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'804 CHF | 538'304 CHF | 100.00% | 100.00% |
12.07.2024 | 0.47% | 107.23 % | 107.73 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'983 CHF | 538'483 CHF | 78.76% | 78.76% |
11.07.2024 | 0.47% | 107.15 % | 107.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'752 CHF | 538'252 CHF | 99.99% | 99.99% |
10.07.2024 | 0.47% | 107.06 % | 107.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'038 CHF | 537'538 CHF | 94.72% | 94.72% |
09.07.2024 | 0.47% | 106.90 % | 107.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'421 CHF | 536'921 CHF | 97.77% | 97.77% |
08.07.2024 | 0.47% | 106.90 % | 107.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'602 CHF | 537'102 CHF | 99.78% | 99.78% |
05.07.2024 | 0.47% | 106.81 % | 107.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'116 CHF | 536'616 CHF | 100.00% | 100.00% |
04.07.2024 | 0.47% | 106.79 % | 107.29 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'020 CHF | 536'520 CHF | 98.27% | 98.27% |
03.07.2024 | 0.47% | 106.73 % | 107.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'047 CHF | 535'547 CHF | 100.00% | 100.00% |
02.07.2024 | 0.47% | 106.51 % | 107.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'099 CHF | 534'599 CHF | 100.00% | 100.00% |