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 | 1.56% | 98.00 % | 98.80 % | 500'000 | 500'000 | 148'299 | 148'299 | 144'689 CHF | 146'243 CHF | 100.00% | 100.00% |
12.07.2024 | 1.56% | 98.50 % | 99.30 % | 500'000 | 500'000 | 148'235 | 148'235 | 144'367 CHF | 145'920 CHF | 100.00% | 100.00% |
11.07.2024 | 1.76% | 97.10 % | 98.10 % | 500'000 | 500'000 | 148'260 | 148'260 | 143'955 CHF | 145'805 CHF | 100.00% | 100.00% |
10.07.2024 | 1.75% | 98.00 % | 99.00 % | 500'000 | 500'000 | 148'338 | 148'338 | 145'612 CHF | 147'463 CHF | 100.00% | 100.00% |
09.07.2024 | 1.55% | 98.10 % | 98.90 % | 500'000 | 500'000 | 146'825 | 146'825 | 144'330 CHF | 145'874 CHF | 99.59% | 99.59% |
08.07.2024 | 1.53% | 98.90 % | 99.70 % | 500'000 | 500'000 | 148'329 | 148'329 | 146'823 CHF | 148'377 CHF | 100.00% | 100.00% |
05.07.2024 | 1.74% | 98.60 % | 99.60 % | 500'000 | 500'000 | 148'356 | 148'356 | 146'123 CHF | 147'974 CHF | 100.00% | 100.00% |
04.07.2024 | 1.68% | 98.50 % | 99.90 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'052 CHF | 49'884 CHF | 99.45% | 99.45% |
03.07.2024 | 1.56% | 98.10 % | 98.90 % | 500'000 | 500'000 | 148'240 | 148'240 | 145'141 CHF | 146'694 CHF | 100.00% | 100.00% |
02.07.2024 | 1.79% | 96.00 % | 97.00 % | 500'000 | 500'000 | 148'322 | 148'322 | 142'566 CHF | 144'416 CHF | 99.99% | 99.99% |