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 | 1.41% | 101.80 % | 102.60 % | 500'000 | 500'000 | 148'356 | 148'356 | 151'062 CHF | 152'572 CHF | 100.00% | 100.00% |
12.07.2024 | 1.41% | 101.70 % | 102.50 % | 500'000 | 500'000 | 148'223 | 148'223 | 150'737 CHF | 152'246 CHF | 100.00% | 100.00% |
11.07.2024 | 1.61% | 101.70 % | 102.70 % | 500'000 | 500'000 | 148'370 | 148'370 | 150'877 CHF | 152'684 CHF | 100.00% | 100.00% |
10.07.2024 | 1.61% | 101.60 % | 102.60 % | 500'000 | 500'000 | 148'336 | 148'336 | 150'569 CHF | 152'377 CHF | 100.00% | 100.00% |
09.07.2024 | 1.42% | 101.50 % | 102.30 % | 500'000 | 500'000 | 146'779 | 146'779 | 149'092 CHF | 150'591 CHF | 99.59% | 99.59% |
08.07.2024 | 1.41% | 101.50 % | 102.30 % | 500'000 | 500'000 | 148'366 | 148'366 | 150'636 CHF | 152'146 CHF | 100.00% | 100.00% |
05.07.2024 | 1.61% | 101.50 % | 102.50 % | 500'000 | 500'000 | 148'184 | 148'184 | 150'406 CHF | 152'214 CHF | 100.00% | 100.00% |
04.07.2024 | 1.48% | 101.60 % | 102.70 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'801 CHF | 51'558 CHF | 99.46% | 99.46% |
03.07.2024 | 1.41% | 101.60 % | 102.40 % | 500'000 | 500'000 | 148'236 | 148'236 | 150'692 CHF | 152'200 CHF | 100.00% | 100.00% |
02.07.2024 | 1.61% | 101.40 % | 102.40 % | 500'000 | 500'000 | 148'349 | 148'349 | 150'415 CHF | 152'222 CHF | 100.00% | 100.00% |