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 | 0.49% | 102.33 % | 102.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'085 CHF | 514'585 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 103.39 % | 103.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'350 CHF | 516'850 CHF | 78.76% | 78.76% |
11.07.2024 | 0.49% | 102.86 % | 103.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'484 CHF | 512'984 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 101.61 % | 102.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'198 CHF | 508'698 CHF | 94.74% | 94.74% |
09.07.2024 | 0.49% | 100.33 % | 100.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'312 CHF | 506'812 CHF | 97.77% | 97.77% |
08.07.2024 | 0.49% | 102.27 % | 102.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'606 CHF | 515'106 CHF | 99.78% | 99.78% |
05.07.2024 | 0.48% | 103.07 % | 103.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'490 CHF | 520'990 CHF | 100.00% | 100.00% |
04.07.2024 | 0.48% | 103.60 % | 104.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'815 CHF | 520'315 CHF | 98.26% | 98.26% |
03.07.2024 | 0.48% | 103.50 % | 104.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'922 CHF | 518'422 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 102.23 % | 102.73 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'235 CHF | 511'735 CHF | 100.00% | 100.00% |