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% | 104.20 % | 104.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'719 CHF | 524'219 CHF | 99.37% | 99.37% |
12.07.2024 | 0.48% | 104.35 % | 104.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'165 CHF | 524'665 CHF | 90.88% | 90.88% |
11.07.2024 | 0.48% | 104.30 % | 104.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'423 CHF | 523'923 CHF | 99.38% | 99.38% |
10.07.2024 | 0.48% | 104.30 % | 104.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'826 CHF | 523'326 CHF | 99.35% | 99.35% |
09.07.2024 | 0.48% | 104.25 % | 104.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'342 CHF | 523'842 CHF | 67.72% | 67.72% |
08.07.2024 | 0.48% | 104.15 % | 104.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'557 CHF | 523'057 CHF | 99.38% | 99.38% |
05.07.2024 | 0.48% | 104.15 % | 104.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'074 CHF | 522'574 CHF | 99.08% | 99.08% |
04.07.2024 | 0.48% | 104.00 % | 104.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'571 CHF | 522'071 CHF | 98.56% | 98.56% |
03.07.2024 | 0.48% | 103.65 % | 104.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'986 CHF | 520'486 CHF | 99.34% | 99.34% |
02.07.2024 | 0.48% | 103.55 % | 104.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'859 CHF | 520'359 CHF | 99.38% | 99.38% |