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 | 0.46% | 107.24 % | 107.74 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'393 CHF | 538'893 CHF | 100.00% | 100.00% |
12.07.2024 | 0.47% | 107.27 % | 107.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'232 CHF | 538'732 CHF | 78.76% | 78.76% |
11.07.2024 | 0.47% | 107.22 % | 107.72 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'028 CHF | 538'528 CHF | 100.00% | 100.00% |
10.07.2024 | 0.47% | 107.11 % | 107.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'018 CHF | 537'518 CHF | 94.74% | 94.74% |
09.07.2024 | 0.47% | 106.89 % | 107.39 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'044 CHF | 537'544 CHF | 97.77% | 97.77% |
08.07.2024 | 0.47% | 107.04 % | 107.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'985 CHF | 537'485 CHF | 99.76% | 99.76% |
05.07.2024 | 0.47% | 106.83 % | 107.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'468 CHF | 536'968 CHF | 100.00% | 100.00% |
04.07.2024 | 0.47% | 106.88 % | 107.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'349 CHF | 536'849 CHF | 98.27% | 98.27% |
03.07.2024 | 0.47% | 106.74 % | 107.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'646 CHF | 536'146 CHF | 100.00% | 100.00% |
02.07.2024 | 0.47% | 106.59 % | 107.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'565 CHF | 535'065 CHF | 100.00% | 100.00% |