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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.81% | 102.40 % | 103.20 % | 500'000 | 500'000 | 145'257 | 145'257 | 148'633 CHF | 149'803 CHF | 99.69% | 99.69% |
24.07.2024 | 1.18% | 102.30 % | 103.30 % | 500'000 | 500'000 | 132'709 | 132'709 | 135'664 CHF | 137'058 CHF | 99.77% | 99.77% |
23.07.2024 | 1.01% | 102.10 % | 103.10 % | 500'000 | 500'000 | 145'056 | 145'056 | 148'141 CHF | 149'599 CHF | 100.00% | 100.00% |
22.07.2024 | 0.81% | 102.40 % | 103.20 % | 500'000 | 500'000 | 144'915 | 144'915 | 148'388 CHF | 149'554 CHF | 99.96% | 99.96% |
19.07.2024 | 0.81% | 102.00 % | 102.80 % | 500'000 | 500'000 | 145'090 | 145'090 | 148'075 CHF | 149'242 CHF | 99.99% | 99.99% |
18.07.2024 | 1.01% | 102.20 % | 103.20 % | 500'000 | 500'000 | 145'081 | 145'081 | 148'208 CHF | 149'667 CHF | 100.00% | 100.00% |
17.07.2024 | 1.01% | 102.00 % | 103.00 % | 500'000 | 500'000 | 144'805 | 144'805 | 147'737 CHF | 149'192 CHF | 99.31% | 99.31% |
16.07.2024 | 0.81% | 101.80 % | 102.60 % | 500'000 | 500'000 | 144'916 | 144'916 | 147'568 CHF | 148'734 CHF | 99.66% | 99.66% |
15.07.2024 | 0.82% | 102.20 % | 103.00 % | 500'000 | 500'000 | 144'154 | 144'154 | 147'323 CHF | 148'485 CHF | 99.84% | 99.84% |
12.07.2024 | 1.01% | 101.90 % | 102.90 % | 500'000 | 500'000 | 146'373 | 146'373 | 148'765 CHF | 150'236 CHF | 98.26% | 98.26% |