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 | 0.47% | 106.29 % | 106.79 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'388 CHF | 533'888 CHF | 99.81% | 99.81% |
24.07.2024 | 0.47% | 106.44 % | 106.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'100 CHF | 534'600 CHF | 92.50% | 92.50% |
23.07.2024 | 0.47% | 106.20 % | 106.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'994 CHF | 531'494 CHF | 100.00% | 100.00% |
22.07.2024 | 0.47% | 105.58 % | 106.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'693 CHF | 529'193 CHF | 100.00% | 100.00% |
19.07.2024 | 0.48% | 104.73 % | 105.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'531 CHF | 526'031 CHF | 99.75% | 99.75% |
18.07.2024 | 0.48% | 104.97 % | 105.47 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'498 CHF | 526'998 CHF | 99.76% | 99.76% |
17.07.2024 | 0.48% | 104.74 % | 105.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'065 CHF | 526'565 CHF | 99.78% | 99.78% |
16.07.2024 | 0.47% | 105.12 % | 105.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'395 CHF | 527'895 CHF | 89.71% | 89.71% |
15.07.2024 | 0.48% | 104.80 % | 105.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'726 CHF | 527'226 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 104.77 % | 105.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'269 CHF | 526'769 CHF | 78.76% | 78.76% |