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 | 0.46% | 107.43 % | 107.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'150 CHF | 539'650 CHF | 100.00% | 100.00% |
12.07.2024 | 0.46% | 107.42 % | 107.92 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'095 CHF | 539'595 CHF | 78.48% | 78.48% |
11.07.2024 | 0.46% | 107.41 % | 107.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'014 CHF | 539'514 CHF | 100.00% | 100.00% |
10.07.2024 | 0.46% | 107.38 % | 107.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'984 CHF | 539'484 CHF | 94.72% | 94.72% |
09.07.2024 | 0.46% | 107.39 % | 107.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'944 CHF | 539'444 CHF | 97.76% | 97.76% |
08.07.2024 | 0.46% | 107.38 % | 107.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'838 CHF | 539'338 CHF | 99.78% | 99.78% |
05.07.2024 | 0.46% | 107.34 % | 107.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'710 CHF | 539'210 CHF | 100.00% | 100.00% |
04.07.2024 | 0.46% | 107.35 % | 107.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'714 CHF | 539'214 CHF | 98.25% | 98.25% |
03.07.2024 | 0.46% | 107.32 % | 107.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'566 CHF | 539'066 CHF | 100.00% | 100.00% |
02.07.2024 | 0.46% | 107.28 % | 107.78 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'424 CHF | 538'924 CHF | 100.00% | 100.00% |