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 | 0.74% | 107.80 % | 108.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 541'893 CHF | 545'893 CHF | 100.00% | 100.00% |
12.07.2024 | 0.92% | 107.90 % | 108.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'702 CHF | 543'702 CHF | 100.00% | 100.00% |
11.07.2024 | 0.93% | 107.40 % | 108.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'405 CHF | 542'405 CHF | 100.00% | 100.00% |
10.07.2024 | 0.75% | 106.70 % | 107.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'794 CHF | 533'794 CHF | 100.00% | 100.00% |
09.07.2024 | 0.76% | 105.20 % | 106.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'506 CHF | 531'506 CHF | 99.59% | 99.59% |
08.07.2024 | 0.94% | 105.30 % | 106.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'853 CHF | 532'853 CHF | 100.00% | 100.00% |
05.07.2024 | 0.94% | 105.00 % | 106.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'991 CHF | 531'991 CHF | 100.00% | 100.00% |
04.07.2024 | 0.76% | 105.60 % | 106.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'285 CHF | 531'285 CHF | 99.45% | 99.45% |
03.07.2024 | 0.76% | 105.30 % | 106.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'685 CHF | 529'685 CHF | 100.00% | 100.00% |
02.07.2024 | 0.95% | 104.80 % | 105.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'065 CHF | 526'065 CHF | 100.00% | 100.00% |