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% | 105.02 % | 105.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'671 CHF | 529'171 CHF | 100.00% | 100.00% |
12.07.2024 | 0.47% | 105.78 % | 106.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'881 CHF | 531'381 CHF | 78.76% | 78.76% |
11.07.2024 | 0.47% | 106.21 % | 106.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'970 CHF | 532'470 CHF | 100.00% | 100.00% |
10.07.2024 | 0.47% | 105.86 % | 106.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'727 CHF | 530'227 CHF | 94.73% | 94.73% |
09.07.2024 | 0.47% | 105.57 % | 106.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'906 CHF | 532'406 CHF | 97.77% | 97.77% |
08.07.2024 | 0.47% | 105.64 % | 106.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'388 CHF | 531'888 CHF | 99.78% | 99.78% |
05.07.2024 | 0.47% | 106.52 % | 107.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'386 CHF | 536'886 CHF | 100.00% | 100.00% |
04.07.2024 | 0.47% | 107.11 % | 107.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'791 CHF | 537'291 CHF | 98.27% | 98.27% |
03.07.2024 | 0.47% | 106.74 % | 107.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'201 CHF | 535'701 CHF | 100.00% | 100.00% |
02.07.2024 | 0.47% | 105.95 % | 106.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'112 CHF | 531'612 CHF | 100.00% | 100.00% |