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% | 103.75 % | 104.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'644 CHF | 522'144 CHF | 99.37% | 99.37% |
12.07.2024 | 0.48% | 103.90 % | 104.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'839 CHF | 522'339 CHF | 90.84% | 90.84% |
11.07.2024 | 0.48% | 103.85 % | 104.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'787 CHF | 521'287 CHF | 99.37% | 99.37% |
10.07.2024 | 0.48% | 103.70 % | 104.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'946 CHF | 520'446 CHF | 99.35% | 99.35% |
09.07.2024 | 0.48% | 103.75 % | 104.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'490 CHF | 520'990 CHF | 67.72% | 67.72% |
08.07.2024 | 0.48% | 103.60 % | 104.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'750 CHF | 520'250 CHF | 99.37% | 99.37% |
05.07.2024 | 0.48% | 103.65 % | 104.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'226 CHF | 519'726 CHF | 99.07% | 99.07% |
04.07.2024 | 0.48% | 103.45 % | 103.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'689 CHF | 519'189 CHF | 98.56% | 98.56% |
03.07.2024 | 0.48% | 103.05 % | 103.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'341 CHF | 517'841 CHF | 99.34% | 99.34% |
02.07.2024 | 0.48% | 103.05 % | 103.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'201 CHF | 517'701 CHF | 99.38% | 99.38% |