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 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 148'266 | 148'266 | 148'830 CHF | 150'017 CHF | 100.00% | 100.00% |
12.07.2024 | 0.99% | 100.20 % | 101.20 % | 500'000 | 500'000 | 148'276 | 148'276 | 148'566 CHF | 150'049 CHF | 100.00% | 100.00% |
11.07.2024 | 0.99% | 100.30 % | 101.30 % | 500'000 | 500'000 | 148'257 | 148'257 | 148'688 CHF | 150'171 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 100.20 % | 101.00 % | 500'000 | 500'000 | 148'230 | 148'230 | 148'580 CHF | 149'766 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 146'767 | 146'767 | 146'787 CHF | 147'961 CHF | 99.59% | 99.59% |
08.07.2024 | 0.99% | 100.10 % | 101.10 % | 500'000 | 500'000 | 148'260 | 148'260 | 148'634 CHF | 150'117 CHF | 100.00% | 100.00% |
05.07.2024 | 0.99% | 100.10 % | 101.10 % | 500'000 | 500'000 | 148'184 | 148'184 | 148'367 CHF | 149'849 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.20 % | 101.00 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'053 CHF | 50'453 CHF | 99.46% | 99.46% |
03.07.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 148'182 | 148'182 | 148'071 CHF | 149'257 CHF | 100.00% | 100.00% |
02.07.2024 | 1.00% | 99.20 % | 100.20 % | 500'000 | 500'000 | 148'269 | 148'269 | 147'083 CHF | 148'566 CHF | 100.00% | 100.00% |