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% | 107.26 % | 107.76 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'139 CHF | 538'639 CHF | 100.00% | 100.00% |
12.07.2024 | 0.47% | 107.25 % | 107.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'999 CHF | 538'499 CHF | 78.76% | 78.76% |
11.07.2024 | 0.47% | 107.13 % | 107.63 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'639 CHF | 538'139 CHF | 100.00% | 100.00% |
10.07.2024 | 0.47% | 107.00 % | 107.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'178 CHF | 537'678 CHF | 94.73% | 94.73% |
09.07.2024 | 0.47% | 106.99 % | 107.49 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'062 CHF | 537'562 CHF | 97.75% | 97.75% |
08.07.2024 | 0.47% | 107.02 % | 107.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'087 CHF | 537'587 CHF | 99.77% | 99.77% |
05.07.2024 | 0.47% | 106.86 % | 107.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'666 CHF | 537'166 CHF | 100.00% | 100.00% |
04.07.2024 | 0.47% | 106.77 % | 107.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'050 CHF | 536'550 CHF | 98.26% | 98.26% |
03.07.2024 | 0.47% | 106.71 % | 107.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'574 CHF | 536'074 CHF | 100.00% | 100.00% |
02.07.2024 | 0.47% | 106.39 % | 106.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'378 CHF | 533'878 CHF | 100.00% | 100.00% |