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 | 0.48% | 104.61 % | 105.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'946 CHF | 525'446 CHF | 99.83% | 99.83% |
24.07.2024 | 0.48% | 104.71 % | 105.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'809 CHF | 526'309 CHF | 92.49% | 92.49% |
23.07.2024 | 0.48% | 104.60 % | 105.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'349 CHF | 523'849 CHF | 100.00% | 100.00% |
22.07.2024 | 0.48% | 104.05 % | 104.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'821 CHF | 522'321 CHF | 100.00% | 100.00% |
19.07.2024 | 0.48% | 103.47 % | 103.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'193 CHF | 519'693 CHF | 99.74% | 99.74% |
18.07.2024 | 0.48% | 103.63 % | 104.13 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'952 CHF | 520'452 CHF | 99.75% | 99.75% |
17.07.2024 | 0.48% | 103.45 % | 103.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'498 CHF | 519'998 CHF | 99.80% | 99.80% |
16.07.2024 | 0.48% | 103.73 % | 104.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'616 CHF | 521'116 CHF | 89.70% | 89.70% |
15.07.2024 | 0.48% | 103.48 % | 103.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'933 CHF | 520'433 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 103.44 % | 103.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'674 CHF | 519'174 CHF | 78.49% | 78.49% |