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% | 103.25 % | 103.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'941 CHF | 519'441 CHF | 99.38% | 99.38% |
12.07.2024 | 0.48% | 103.30 % | 103.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'903 CHF | 519'403 CHF | 90.88% | 90.88% |
11.07.2024 | 0.48% | 103.20 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'108 CHF | 518'608 CHF | 99.38% | 99.38% |
10.07.2024 | 0.48% | 103.40 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'431 CHF | 518'931 CHF | 99.35% | 99.35% |
09.07.2024 | 0.48% | 103.40 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'718 CHF | 519'218 CHF | 67.73% | 67.73% |
08.07.2024 | 0.48% | 103.30 % | 103.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'209 CHF | 518'709 CHF | 99.37% | 99.37% |
05.07.2024 | 0.48% | 103.30 % | 103.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'454 CHF | 517'954 CHF | 99.07% | 99.07% |
04.07.2024 | 0.48% | 103.20 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'832 CHF | 518'332 CHF | 98.56% | 98.56% |
03.07.2024 | 0.48% | 102.95 % | 103.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'868 CHF | 517'368 CHF | 99.34% | 99.34% |
02.07.2024 | 0.48% | 102.90 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'747 CHF | 517'247 CHF | 99.38% | 99.38% |