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% | 105.36 % | 105.86 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'074 CHF | 529'574 CHF | 100.00% | 100.00% |
12.07.2024 | 0.47% | 105.53 % | 106.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'964 CHF | 529'464 CHF | 78.76% | 78.76% |
11.07.2024 | 0.47% | 105.48 % | 105.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'242 CHF | 529'742 CHF | 100.00% | 100.00% |
10.07.2024 | 0.47% | 105.15 % | 105.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'896 CHF | 528'396 CHF | 94.74% | 94.74% |
09.07.2024 | 0.48% | 104.93 % | 105.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'434 CHF | 526'934 CHF | 97.77% | 97.77% |
08.07.2024 | 0.48% | 104.83 % | 105.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'024 CHF | 527'524 CHF | 99.76% | 99.76% |
05.07.2024 | 0.48% | 105.00 % | 105.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'688 CHF | 527'188 CHF | 100.00% | 100.00% |
04.07.2024 | 0.48% | 104.84 % | 105.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'900 CHF | 527'400 CHF | 98.27% | 98.27% |
03.07.2024 | 0.48% | 105.11 % | 105.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'612 CHF | 527'112 CHF | 100.00% | 100.00% |
02.07.2024 | 0.48% | 104.54 % | 105.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'604 CHF | 525'104 CHF | 100.00% | 100.00% |