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 | 1.85% | 101.90 % | 102.70 % | 500'000 | 500'000 | 146'110 | 146'110 | 148'881 CHF | 150'563 CHF | 100.00% | 100.00% |
12.07.2024 | 1.83% | 101.80 % | 102.60 % | 500'000 | 500'000 | 148'222 | 148'222 | 150'890 CHF | 152'615 CHF | 100.00% | 100.00% |
11.07.2024 | 2.02% | 101.70 % | 102.70 % | 500'000 | 500'000 | 148'260 | 148'260 | 150'780 CHF | 152'802 CHF | 100.00% | 100.00% |
10.07.2024 | 2.02% | 101.70 % | 102.70 % | 500'000 | 500'000 | 148'258 | 148'258 | 150'778 CHF | 152'800 CHF | 100.00% | 100.00% |
09.07.2024 | 1.86% | 101.80 % | 102.60 % | 500'000 | 500'000 | 144'878 | 144'878 | 147'481 CHF | 149'178 CHF | 99.58% | 99.58% |
08.07.2024 | 1.83% | 101.80 % | 102.60 % | 500'000 | 500'000 | 148'366 | 148'366 | 151'037 CHF | 152'763 CHF | 100.00% | 100.00% |
05.07.2024 | 2.02% | 101.70 % | 102.70 % | 500'000 | 500'000 | 148'211 | 148'211 | 150'731 CHF | 152'752 CHF | 100.00% | 100.00% |
04.07.2024 | 1.97% | 101.80 % | 103.30 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'900 CHF | 51'914 CHF | 99.45% | 99.45% |
03.07.2024 | 1.83% | 101.70 % | 102.50 % | 500'000 | 500'000 | 148'254 | 148'254 | 150'909 CHF | 152'634 CHF | 100.00% | 100.00% |
02.07.2024 | 2.03% | 101.70 % | 102.70 % | 500'000 | 500'000 | 147'938 | 147'938 | 150'453 CHF | 152'470 CHF | 100.00% | 100.00% |