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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.49% | 102.40 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'679 CHF | 513'179 CHF | 97.32% | 97.32% |
24.07.2024 | 0.49% | 102.40 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'385 CHF | 514'885 CHF | 95.12% | 95.12% |
23.07.2024 | 0.48% | 102.35 % | 102.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'950 CHF | 518'450 CHF | 95.68% | 95.68% |
22.07.2024 | 0.48% | 103.85 % | 104.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'086 CHF | 520'586 CHF | 98.73% | 98.73% |
19.07.2024 | 0.48% | 103.45 % | 103.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'658 CHF | 520'158 CHF | 97.60% | 97.60% |
18.07.2024 | 0.48% | 103.70 % | 104.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'075 CHF | 519'575 CHF | 99.35% | 99.35% |
17.07.2024 | 0.48% | 103.50 % | 104.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'488 CHF | 520'988 CHF | 99.37% | 99.37% |
16.07.2024 | 0.48% | 103.55 % | 104.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'194 CHF | 521'694 CHF | 99.38% | 99.38% |
15.07.2024 | 0.48% | 104.10 % | 104.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'777 CHF | 523'277 CHF | 99.38% | 99.38% |
12.07.2024 | 0.48% | 103.70 % | 104.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'656 CHF | 521'156 CHF | 99.38% | 99.38% |