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 | 0.48% | 103.31 % | 103.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'778 CHF | 519'278 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 103.86 % | 104.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'931 CHF | 520'431 CHF | 78.49% | 78.49% |
11.07.2024 | 0.48% | 103.54 % | 104.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'506 CHF | 520'006 CHF | 100.00% | 100.00% |
10.07.2024 | 0.48% | 103.15 % | 103.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'144 CHF | 518'644 CHF | 94.72% | 94.72% |
09.07.2024 | 0.48% | 103.30 % | 103.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'744 CHF | 519'244 CHF | 97.76% | 97.76% |
08.07.2024 | 0.48% | 103.26 % | 103.76 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'438 CHF | 518'938 CHF | 99.78% | 99.78% |
05.07.2024 | 0.48% | 103.38 % | 103.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'206 CHF | 519'706 CHF | 100.00% | 100.00% |
04.07.2024 | 0.48% | 103.69 % | 104.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'799 CHF | 520'299 CHF | 98.26% | 98.26% |
03.07.2024 | 0.48% | 103.57 % | 104.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'206 CHF | 520'706 CHF | 100.00% | 100.00% |
02.07.2024 | 0.48% | 103.31 % | 103.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'130 CHF | 519'630 CHF | 100.00% | 100.00% |