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 | 0.48% | 104.21 % | 104.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'793 CHF | 524'293 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 104.10 % | 104.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'501 CHF | 522'001 CHF | 78.49% | 78.49% |
11.07.2024 | 0.48% | 103.70 % | 104.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'574 CHF | 519'074 CHF | 100.00% | 100.00% |
10.07.2024 | 0.48% | 103.06 % | 103.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'629 CHF | 517'129 CHF | 94.72% | 94.72% |
09.07.2024 | 0.48% | 102.83 % | 103.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'457 CHF | 519'957 CHF | 97.76% | 97.76% |
08.07.2024 | 0.48% | 103.50 % | 104.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'883 CHF | 520'383 CHF | 99.78% | 99.78% |
05.07.2024 | 0.48% | 103.72 % | 104.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'993 CHF | 520'493 CHF | 100.00% | 100.00% |
04.07.2024 | 0.48% | 103.04 % | 103.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'241 CHF | 517'741 CHF | 98.26% | 98.26% |
03.07.2024 | 0.49% | 102.41 % | 102.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'234 CHF | 512'734 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 101.98 % | 102.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'785 CHF | 510'285 CHF | 100.00% | 100.00% |