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% | 104.40 % | 104.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'424 CHF | 524'924 CHF | 99.38% | 99.38% |
12.07.2024 | 0.48% | 104.45 % | 104.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'681 CHF | 524'181 CHF | 99.38% | 99.38% |
11.07.2024 | 0.48% | 104.50 % | 105.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'010 CHF | 524'510 CHF | 99.38% | 99.38% |
10.07.2024 | 0.48% | 104.40 % | 104.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'806 CHF | 524'306 CHF | 99.38% | 99.38% |
09.07.2024 | 0.48% | 104.30 % | 104.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'061 CHF | 524'561 CHF | 99.37% | 99.37% |
08.07.2024 | 0.48% | 104.45 % | 104.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'458 CHF | 524'958 CHF | 99.35% | 99.35% |
05.07.2024 | 0.48% | 104.35 % | 104.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'407 CHF | 523'907 CHF | 99.37% | 99.37% |
04.07.2024 | 0.48% | 104.15 % | 104.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'956 CHF | 524'456 CHF | 99.38% | 99.38% |
03.07.2024 | 0.48% | 104.45 % | 104.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'889 CHF | 524'389 CHF | 99.38% | 99.38% |
02.07.2024 | 0.48% | 104.30 % | 104.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'395 CHF | 523'895 CHF | 99.38% | 99.38% |