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% | 104.64 % | 105.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'982 CHF | 526'482 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 104.94 % | 105.44 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'261 CHF | 526'761 CHF | 78.76% | 78.76% |
11.07.2024 | 0.48% | 104.84 % | 105.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'488 CHF | 525'988 CHF | 100.00% | 100.00% |
10.07.2024 | 0.48% | 104.46 % | 104.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'173 CHF | 524'673 CHF | 94.74% | 94.74% |
09.07.2024 | 0.48% | 104.35 % | 104.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'336 CHF | 524'836 CHF | 97.77% | 97.77% |
08.07.2024 | 0.48% | 104.29 % | 104.79 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'454 CHF | 523'954 CHF | 99.77% | 99.77% |
05.07.2024 | 0.48% | 104.14 % | 104.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'278 CHF | 523'778 CHF | 100.00% | 100.00% |
04.07.2024 | 0.48% | 104.31 % | 104.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'222 CHF | 523'722 CHF | 98.26% | 98.26% |
03.07.2024 | 0.48% | 104.09 % | 104.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'526 CHF | 523'026 CHF | 100.00% | 100.00% |
02.07.2024 | 0.48% | 103.72 % | 104.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'481 CHF | 519'981 CHF | 100.00% | 100.00% |