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% | 105.56 % | 106.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'446 CHF | 531'946 CHF | 100.00% | 100.00% |
12.07.2024 | 0.47% | 106.60 % | 107.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'155 CHF | 534'655 CHF | 78.76% | 78.76% |
11.07.2024 | 0.47% | 106.24 % | 106.74 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'129 CHF | 533'629 CHF | 100.00% | 100.00% |
10.07.2024 | 0.47% | 105.92 % | 106.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'278 CHF | 530'778 CHF | 94.73% | 94.73% |
09.07.2024 | 0.47% | 105.52 % | 106.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'007 CHF | 530'507 CHF | 97.76% | 97.76% |
08.07.2024 | 0.47% | 105.77 % | 106.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'505 CHF | 532'005 CHF | 99.78% | 99.78% |
05.07.2024 | 0.47% | 105.90 % | 106.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'555 CHF | 533'055 CHF | 100.00% | 100.00% |
04.07.2024 | 0.47% | 105.96 % | 106.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'368 CHF | 531'868 CHF | 98.25% | 98.25% |
03.07.2024 | 0.47% | 105.88 % | 106.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'758 CHF | 531'258 CHF | 99.99% | 99.99% |
02.07.2024 | 0.47% | 105.67 % | 106.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'684 CHF | 529'184 CHF | 100.00% | 100.00% |