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% | 107.01 % | 107.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'290 CHF | 537'790 CHF | 100.00% | 100.00% |
12.07.2024 | 0.47% | 106.99 % | 107.49 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'890 CHF | 537'390 CHF | 78.76% | 78.76% |
11.07.2024 | 0.47% | 106.93 % | 107.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'641 CHF | 537'141 CHF | 100.00% | 100.00% |
10.07.2024 | 0.47% | 106.78 % | 107.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'895 CHF | 536'395 CHF | 94.73% | 94.73% |
09.07.2024 | 0.47% | 106.68 % | 107.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'745 CHF | 536'245 CHF | 97.76% | 97.76% |
08.07.2024 | 0.47% | 106.63 % | 107.13 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'960 CHF | 535'460 CHF | 99.78% | 99.78% |
05.07.2024 | 0.47% | 106.52 % | 107.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'583 CHF | 535'083 CHF | 100.00% | 100.00% |
04.07.2024 | 0.47% | 106.53 % | 107.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'749 CHF | 535'249 CHF | 98.27% | 98.27% |
03.07.2024 | 0.47% | 106.40 % | 106.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'097 CHF | 533'597 CHF | 100.00% | 100.00% |
02.07.2024 | 0.47% | 106.19 % | 106.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'462 CHF | 532'962 CHF | 100.00% | 100.00% |