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 | 0.47% | 104.90 % | 105.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'100 CHF | 527'600 CHF | 100.00% | 100.00% |
12.07.2024 | 0.47% | 105.10 % | 105.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'838 CHF | 528'338 CHF | 100.00% | 100.00% |
11.07.2024 | 0.47% | 105.20 % | 105.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'818 CHF | 528'318 CHF | 100.00% | 100.00% |
10.07.2024 | 0.48% | 104.90 % | 105.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'199 CHF | 526'699 CHF | 100.00% | 100.00% |
09.07.2024 | 0.48% | 104.90 % | 105.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'075 CHF | 526'575 CHF | 99.67% | 99.67% |
08.07.2024 | 0.48% | 104.70 % | 105.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'630 CHF | 526'130 CHF | 100.00% | 100.00% |
05.07.2024 | 0.48% | 104.80 % | 105.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'647 CHF | 526'147 CHF | 100.00% | 100.00% |
04.07.2024 | 0.48% | 104.60 % | 105.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'867 CHF | 525'367 CHF | 99.46% | 99.46% |
03.07.2024 | 0.48% | 104.40 % | 104.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'948 CHF | 524'448 CHF | 100.00% | 100.00% |
02.07.2024 | 0.48% | 104.40 % | 104.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'631 CHF | 524'131 CHF | 100.00% | 100.00% |