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 | 0.78% | 102.80 % | 103.60 % | 500'000 | 500'000 | 148'195 | 148'195 | 152'243 CHF | 153'429 CHF | 100.00% | 100.00% |
12.07.2024 | 0.97% | 103.00 % | 104.00 % | 500'000 | 500'000 | 147'865 | 147'865 | 152'212 CHF | 153'693 CHF | 100.00% | 100.00% |
11.07.2024 | 0.98% | 103.00 % | 104.00 % | 500'000 | 500'000 | 148'169 | 148'169 | 152'620 CHF | 154'104 CHF | 99.48% | 99.48% |
10.07.2024 | 0.77% | 103.10 % | 103.90 % | 500'000 | 500'000 | 148'199 | 148'199 | 152'718 CHF | 153'904 CHF | 100.00% | 100.00% |
09.07.2024 | 0.78% | 102.70 % | 103.50 % | 500'000 | 500'000 | 146'674 | 146'674 | 150'753 CHF | 151'927 CHF | 99.59% | 99.59% |
08.07.2024 | 0.97% | 102.80 % | 103.80 % | 500'000 | 500'000 | 148'016 | 148'016 | 152'264 CHF | 153'745 CHF | 100.00% | 100.00% |
05.07.2024 | 0.97% | 103.30 % | 104.30 % | 500'000 | 500'000 | 148'071 | 148'071 | 152'900 CHF | 154'381 CHF | 100.00% | 100.00% |
04.07.2024 | 0.77% | 103.50 % | 104.30 % | 50'000 | 50'000 | 49'767 | 49'767 | 51'468 CHF | 51'867 CHF | 99.45% | 99.45% |
03.07.2024 | 0.80% | 103.50 % | 104.30 % | 500'000 | 500'000 | 146'692 | 146'692 | 151'677 CHF | 152'858 CHF | 100.00% | 100.00% |
02.07.2024 | 0.97% | 102.80 % | 103.80 % | 500'000 | 500'000 | 148'029 | 148'029 | 152'221 CHF | 153'703 CHF | 99.99% | 99.99% |