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% | 106.44 % | 106.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'852 CHF | 534'352 CHF | 100.00% | 100.00% |
12.07.2024 | 0.47% | 106.74 % | 107.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'366 CHF | 535'866 CHF | 78.76% | 78.76% |
11.07.2024 | 0.47% | 106.68 % | 107.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'229 CHF | 535'729 CHF | 100.00% | 100.00% |
10.07.2024 | 0.47% | 106.60 % | 107.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'936 CHF | 535'436 CHF | 94.73% | 94.73% |
09.07.2024 | 0.47% | 106.53 % | 107.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'262 CHF | 535'762 CHF | 97.74% | 97.74% |
08.07.2024 | 0.47% | 106.68 % | 107.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'723 CHF | 536'223 CHF | 99.77% | 99.77% |
05.07.2024 | 0.47% | 106.72 % | 107.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'778 CHF | 536'278 CHF | 100.00% | 100.00% |
04.07.2024 | 0.47% | 106.74 % | 107.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'542 CHF | 536'042 CHF | 98.26% | 98.26% |
03.07.2024 | 0.47% | 106.42 % | 106.92 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'029 CHF | 534'529 CHF | 100.00% | 100.00% |
02.07.2024 | 0.47% | 106.36 % | 106.86 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'312 CHF | 533'812 CHF | 100.00% | 100.00% |