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% | 104.17 % | 104.67 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'510 CHF | 524'010 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 104.24 % | 104.74 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'056 CHF | 523'556 CHF | 78.76% | 78.76% |
11.07.2024 | 0.48% | 104.05 % | 104.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'456 CHF | 522'956 CHF | 100.00% | 100.00% |
10.07.2024 | 0.48% | 103.88 % | 104.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'218 CHF | 521'718 CHF | 94.73% | 94.73% |
09.07.2024 | 0.48% | 103.76 % | 104.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'186 CHF | 520'686 CHF | 97.76% | 97.76% |
08.07.2024 | 0.48% | 103.64 % | 104.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'690 CHF | 521'190 CHF | 99.77% | 99.77% |
05.07.2024 | 0.48% | 103.78 % | 104.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'192 CHF | 521'692 CHF | 100.00% | 100.00% |
04.07.2024 | 0.48% | 103.80 % | 104.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'418 CHF | 521'918 CHF | 98.25% | 98.25% |
03.07.2024 | 0.48% | 103.94 % | 104.44 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'194 CHF | 521'694 CHF | 100.00% | 100.00% |
02.07.2024 | 0.48% | 103.47 % | 103.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'220 CHF | 519'720 CHF | 100.00% | 100.00% |