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 | 1.75% | 87.70 % | 88.70 % | 500'000 | 500'000 | 148'198 | 148'198 | 130'015 CHF | 131'776 CHF | 100.00% | 100.00% |
12.07.2024 | - | 87.50 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11.07.2024 | 1.80% | 86.20 % | 87.20 % | 500'000 | 500'000 | 147'963 | 147'961 | 127'433 CHF | 129'190 CHF | 99.99% | 99.99% |
10.07.2024 | - | 87.90 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
09.07.2024 | 1.51% | 89.50 % | 90.30 % | 500'000 | 500'000 | 146'824 | 146'824 | 131'941 CHF | 133'403 CHF | 99.59% | 99.59% |
08.07.2024 | 1.48% | 90.80 % | 91.60 % | 500'000 | 500'000 | 148'249 | 148'249 | 135'328 CHF | 136'798 CHF | 100.00% | 100.00% |
05.07.2024 | 1.69% | 91.00 % | 92.00 % | 500'000 | 500'000 | 148'256 | 148'256 | 135'041 CHF | 136'805 CHF | 100.00% | 100.00% |
04.07.2024 | 1.74% | 91.70 % | 93.60 % | 50'000 | 50'000 | 49'645 | 49'645 | 45'504 CHF | 46'302 CHF | 99.45% | 99.45% |
03.07.2024 | 1.48% | 91.30 % | 92.10 % | 500'000 | 500'000 | 148'268 | 148'268 | 135'817 CHF | 137'289 CHF | 100.00% | 100.00% |
02.07.2024 | 1.69% | 91.70 % | 92.70 % | 500'000 | 500'000 | 148'352 | 148'352 | 136'035 CHF | 137'802 CHF | 100.00% | 100.00% |