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% | 105.81 % | 106.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'073 CHF | 531'573 CHF | 100.00% | 100.00% |
12.07.2024 | 0.47% | 105.83 % | 106.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'135 CHF | 531'635 CHF | 78.76% | 78.76% |
11.07.2024 | 0.47% | 105.80 % | 106.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'955 CHF | 531'455 CHF | 100.00% | 100.00% |
10.07.2024 | 0.47% | 105.76 % | 106.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'716 CHF | 531'216 CHF | 94.73% | 94.73% |
09.07.2024 | 0.47% | 105.73 % | 106.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'818 CHF | 531'318 CHF | 97.77% | 97.77% |
08.07.2024 | 0.47% | 105.72 % | 106.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'627 CHF | 531'127 CHF | 99.77% | 99.77% |
05.07.2024 | 0.47% | 105.71 % | 106.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'687 CHF | 531'187 CHF | 100.00% | 100.00% |
04.07.2024 | 0.47% | 105.71 % | 106.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'546 CHF | 531'046 CHF | 98.26% | 98.26% |
03.07.2024 | 0.47% | 105.62 % | 106.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'242 CHF | 530'742 CHF | 100.00% | 100.00% |
02.07.2024 | 0.47% | 105.62 % | 106.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'637 CHF | 530'137 CHF | 100.00% | 100.00% |