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% | 103.29 % | 103.79 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'563 CHF | 519'063 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 103.33 % | 103.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'627 CHF | 519'127 CHF | 78.49% | 78.49% |
11.07.2024 | 0.48% | 103.38 % | 103.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'234 CHF | 518'734 CHF | 100.00% | 100.00% |
10.07.2024 | 0.48% | 103.15 % | 103.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'627 CHF | 518'127 CHF | 94.72% | 94.72% |
09.07.2024 | 0.48% | 103.00 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'429 CHF | 517'929 CHF | 97.76% | 97.76% |
08.07.2024 | 0.48% | 103.06 % | 103.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'057 CHF | 517'557 CHF | 99.78% | 99.78% |
05.07.2024 | 0.48% | 102.99 % | 103.49 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'487 CHF | 516'987 CHF | 100.00% | 100.00% |
04.07.2024 | 0.49% | 102.73 % | 103.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'127 CHF | 515'627 CHF | 98.25% | 98.25% |
03.07.2024 | 0.49% | 102.58 % | 103.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'715 CHF | 515'215 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 102.56 % | 103.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'640 CHF | 514'140 CHF | 100.00% | 100.00% |