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 | 0.77% | 104.10 % | 104.90 % | 500'000 | 500'000 | 147'947 | 147'947 | 153'827 CHF | 155'011 CHF | 100.00% | 100.00% |
12.07.2024 | 0.96% | 104.00 % | 105.00 % | 500'000 | 500'000 | 148'154 | 148'154 | 153'716 CHF | 155'198 CHF | 100.00% | 100.00% |
11.07.2024 | 0.96% | 103.70 % | 104.70 % | 500'000 | 500'000 | 147'805 | 147'805 | 153'566 CHF | 155'045 CHF | 99.99% | 99.99% |
10.07.2024 | 0.77% | 103.80 % | 104.60 % | 500'000 | 500'000 | 148'076 | 148'076 | 153'677 CHF | 154'862 CHF | 100.00% | 100.00% |
09.07.2024 | 0.77% | 103.10 % | 103.90 % | 500'000 | 500'000 | 146'604 | 146'604 | 151'477 CHF | 152'651 CHF | 99.59% | 99.59% |
08.07.2024 | 0.98% | 102.90 % | 103.90 % | 500'000 | 500'000 | 147'570 | 147'570 | 151'669 CHF | 153'147 CHF | 100.00% | 100.00% |
05.07.2024 | 0.98% | 102.70 % | 103.70 % | 500'000 | 500'000 | 147'987 | 147'987 | 151'296 CHF | 152'777 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 101.50 % | 102.30 % | 50'000 | 50'000 | 49'734 | 49'734 | 50'488 CHF | 50'887 CHF | 99.39% | 99.39% |
03.07.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 148'194 | 148'194 | 150'844 CHF | 152'030 CHF | 100.00% | 100.00% |
02.07.2024 | 0.99% | 101.20 % | 102.20 % | 500'000 | 500'000 | 148'179 | 148'179 | 150'064 CHF | 151'546 CHF | 100.00% | 100.00% |