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% | 104.18 % | 104.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'640 CHF | 523'140 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 104.25 % | 104.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'054 CHF | 522'554 CHF | 78.76% | 78.76% |
11.07.2024 | 0.48% | 104.15 % | 104.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'373 CHF | 523'873 CHF | 100.00% | 100.00% |
10.07.2024 | 0.48% | 104.06 % | 104.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'223 CHF | 522'723 CHF | 94.73% | 94.73% |
09.07.2024 | 0.48% | 103.98 % | 104.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'944 CHF | 522'444 CHF | 97.75% | 97.75% |
08.07.2024 | 0.48% | 104.04 % | 104.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'147 CHF | 522'647 CHF | 99.76% | 99.76% |
05.07.2024 | 0.48% | 103.78 % | 104.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'658 CHF | 522'158 CHF | 100.00% | 100.00% |
04.07.2024 | 0.48% | 103.95 % | 104.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'903 CHF | 522'403 CHF | 98.26% | 98.26% |
03.07.2024 | 0.48% | 103.81 % | 104.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'568 CHF | 521'068 CHF | 100.00% | 100.00% |
02.07.2024 | 0.48% | 103.46 % | 103.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'141 CHF | 519'641 CHF | 100.00% | 100.00% |