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 | 0.81% | 97.90 % | 98.70 % | 500'000 | 500'000 | 148'271 | 148'271 | 145'634 CHF | 146'820 CHF | 100.00% | 100.00% |
12.07.2024 | 1.01% | 99.10 % | 100.10 % | 500'000 | 500'000 | 148'219 | 148'219 | 146'415 CHF | 147'897 CHF | 100.00% | 100.00% |
11.07.2024 | 1.02% | 98.40 % | 99.40 % | 500'000 | 500'000 | 148'255 | 148'255 | 145'124 CHF | 146'607 CHF | 100.00% | 100.00% |
10.07.2024 | 0.82% | 96.90 % | 97.70 % | 500'000 | 500'000 | 148'228 | 148'228 | 144'369 CHF | 145'555 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 146'784 | 146'784 | 145'620 CHF | 146'794 CHF | 99.59% | 99.59% |
08.07.2024 | 0.99% | 99.20 % | 100.20 % | 500'000 | 500'000 | 148'193 | 148'193 | 148'656 CHF | 150'138 CHF | 100.00% | 100.00% |
05.07.2024 | 0.98% | 100.90 % | 101.90 % | 500'000 | 500'000 | 148'233 | 148'233 | 149'697 CHF | 151'180 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 101.40 % | 102.20 % | 50'000 | 50'000 | 49'914 | 49'914 | 50'444 CHF | 50'844 CHF | 99.45% | 99.45% |
03.07.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 148'222 | 148'222 | 149'151 CHF | 150'336 CHF | 100.00% | 100.00% |
02.07.2024 | 0.99% | 100.50 % | 101.50 % | 500'000 | 500'000 | 148'338 | 148'338 | 149'024 CHF | 150'507 CHF | 100.00% | 100.00% |