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 | 0.68% | 116.80 % | 117.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 586'113 CHF | 590'113 CHF | 100.00% | 100.00% |
12.07.2024 | 0.69% | 116.80 % | 117.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 579'485 CHF | 583'485 CHF | 100.00% | 100.00% |
11.07.2024 | 0.69% | 116.80 % | 117.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 581'294 CHF | 585'294 CHF | 100.00% | 100.00% |
10.07.2024 | 0.69% | 115.30 % | 116.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 573'827 CHF | 577'827 CHF | 100.00% | 100.00% |
09.07.2024 | 0.69% | 114.00 % | 114.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 575'994 CHF | 579'994 CHF | 99.59% | 99.59% |
08.07.2024 | 0.69% | 114.20 % | 115.00 % | 500'000 | 500'000 | 499'919 | 500'000 | 574'045 CHF | 578'139 CHF | 100.00% | 100.00% |
05.07.2024 | 0.69% | 115.10 % | 115.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 577'432 CHF | 581'432 CHF | 100.00% | 100.00% |
04.07.2024 | 0.69% | 115.90 % | 116.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 579'296 CHF | 583'296 CHF | 99.46% | 99.46% |
03.07.2024 | 0.69% | 115.30 % | 116.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 575'582 CHF | 579'582 CHF | 100.00% | 100.00% |
02.07.2024 | 0.71% | 113.40 % | 114.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 564'481 CHF | 568'481 CHF | 100.00% | 100.00% |