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% | 104.50 % | 105.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'271 CHF | 524'771 CHF | 99.38% | 99.38% |
12.07.2024 | 0.48% | 104.40 % | 104.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'962 CHF | 524'467 CHF | 99.38% | 99.38% |
11.07.2024 | 0.52% | 104.85 % | 105.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'319 CHF | 527'069 CHF | 99.38% | 99.38% |
10.07.2024 | 0.48% | 104.90 % | 105.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'276 CHF | 525'794 CHF | 99.39% | 99.39% |
09.07.2024 | 0.52% | 104.60 % | 105.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'884 CHF | 526'592 CHF | 99.38% | 99.38% |
08.07.2024 | 0.49% | 104.75 % | 105.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'634 CHF | 526'220 CHF | 99.20% | 99.20% |
05.07.2024 | 0.48% | 104.65 % | 105.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'141 CHF | 525'641 CHF | 99.35% | 99.35% |
04.07.2024 | 0.48% | 104.55 % | 105.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'310 CHF | 524'810 CHF | 99.17% | 99.17% |
03.07.2024 | 0.48% | 104.50 % | 105.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'963 CHF | 524'463 CHF | 99.17% | 99.17% |
02.07.2024 | 0.48% | 103.65 % | 104.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'122 CHF | 520'622 CHF | 98.67% | 98.67% |