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 | 0.77% | 103.10 % | 103.90 % | 50'000 | 50'000 | 481'376 | 481'376 | 496'298 CHF | 500'149 CHF | 100.00% | 100.00% |
12.07.2024 | 0.97% | 103.00 % | 104.00 % | 50'000 | 50'000 | 481'457 | 481'457 | 495'453 CHF | 500'267 CHF | 100.00% | 100.00% |
11.07.2024 | 0.97% | 102.90 % | 103.90 % | 50'000 | 50'000 | 481'360 | 481'360 | 495'319 CHF | 500'133 CHF | 100.00% | 100.00% |
10.07.2024 | 0.77% | 103.00 % | 103.80 % | 50'000 | 50'000 | 481'427 | 481'427 | 495'870 CHF | 499'721 CHF | 100.00% | 100.00% |
09.07.2024 | 0.77% | 103.00 % | 103.80 % | 50'000 | 50'000 | 481'245 | 481'245 | 495'682 CHF | 499'532 CHF | 99.59% | 99.59% |
08.07.2024 | 0.97% | 102.90 % | 103.90 % | 50'000 | 50'000 | 481'318 | 481'318 | 495'277 CHF | 500'090 CHF | 100.00% | 100.00% |
05.07.2024 | 0.97% | 102.90 % | 103.90 % | 50'000 | 50'000 | 481'339 | 481'339 | 495'297 CHF | 500'111 CHF | 100.00% | 100.00% |
04.07.2024 | 0.77% | 103.00 % | 103.80 % | 50'000 | 50'000 | 481'232 | 481'232 | 495'457 CHF | 499'307 CHF | 99.45% | 99.45% |
03.07.2024 | 0.77% | 102.90 % | 103.70 % | 50'000 | 50'000 | 481'341 | 481'341 | 495'300 CHF | 499'151 CHF | 100.00% | 100.00% |
02.07.2024 | 0.97% | 102.90 % | 103.90 % | 50'000 | 50'000 | 481'423 | 481'423 | 495'384 CHF | 500'198 CHF | 100.00% | 100.00% |