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% | 106.64 % | 107.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'511 CHF | 536'011 CHF | 100.00% | 100.00% |
12.07.2024 | 0.47% | 106.69 % | 107.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'437 CHF | 535'937 CHF | 78.75% | 78.75% |
11.07.2024 | 0.47% | 106.63 % | 107.13 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'054 CHF | 535'554 CHF | 100.00% | 100.00% |
10.07.2024 | 0.47% | 106.35 % | 106.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'329 CHF | 533'829 CHF | 94.73% | 94.73% |
09.07.2024 | 0.47% | 106.16 % | 106.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'975 CHF | 532'475 CHF | 97.75% | 97.75% |
08.07.2024 | 0.47% | 106.01 % | 106.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'446 CHF | 532'946 CHF | 99.77% | 99.77% |
05.07.2024 | 0.47% | 105.97 % | 106.47 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'288 CHF | 532'788 CHF | 100.00% | 100.00% |
04.07.2024 | 0.47% | 106.06 % | 106.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'448 CHF | 532'948 CHF | 98.26% | 98.26% |
03.07.2024 | 0.47% | 105.99 % | 106.49 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'525 CHF | 532'025 CHF | 100.00% | 100.00% |
02.07.2024 | 0.47% | 105.55 % | 106.05 % | 500'000 | 500'000 | 499'999 | 500'000 | 527'250 CHF | 529'750 CHF | 100.00% | 100.00% |