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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.45% | 111.67 % | 112.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 558'366 CHF | 560'866 CHF | 99.82% | 99.82% |
24.07.2024 | 0.45% | 111.66 % | 112.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 558'334 CHF | 560'834 CHF | 92.51% | 92.51% |
23.07.2024 | 0.45% | 111.61 % | 112.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 558'178 CHF | 560'678 CHF | 100.00% | 100.00% |
22.07.2024 | 0.45% | 111.64 % | 112.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 558'216 CHF | 560'716 CHF | 100.00% | 100.00% |
19.07.2024 | 0.45% | 111.62 % | 112.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 558'124 CHF | 560'624 CHF | 99.75% | 99.75% |
18.07.2024 | 0.45% | 111.61 % | 112.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 558'009 CHF | 560'509 CHF | 99.76% | 99.76% |
17.07.2024 | 0.45% | 110.88 % | 111.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 554'041 CHF | 556'541 CHF | 4.06% | 4.06% |
16.07.2024 | 0.45% | 110.75 % | 111.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 554'316 CHF | 556'816 CHF | 89.72% | 89.72% |
15.07.2024 | 0.45% | 110.67 % | 111.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 553'821 CHF | 556'321 CHF | 100.00% | 100.00% |
12.07.2024 | 0.45% | 110.68 % | 111.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 553'169 CHF | 555'669 CHF | 78.76% | 78.76% |