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 | 0.82% | 96.10 % | 96.90 % | 500'000 | 500'000 | 148'271 | 148'271 | 142'930 CHF | 144'116 CHF | 100.00% | 100.00% |
12.07.2024 | 1.02% | 98.10 % | 99.10 % | 500'000 | 500'000 | 148'207 | 148'207 | 144'935 CHF | 146'417 CHF | 100.00% | 100.00% |
11.07.2024 | 1.04% | 96.90 % | 97.90 % | 500'000 | 500'000 | 148'254 | 148'254 | 143'029 CHF | 144'511 CHF | 100.00% | 100.00% |
10.07.2024 | 0.83% | 95.80 % | 96.60 % | 500'000 | 500'000 | 148'228 | 148'228 | 142'590 CHF | 143'776 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 97.70 % | 98.50 % | 500'000 | 500'000 | 146'754 | 146'754 | 143'310 CHF | 144'484 CHF | 99.59% | 99.59% |
08.07.2024 | 1.01% | 97.10 % | 98.10 % | 500'000 | 500'000 | 148'193 | 148'193 | 145'298 CHF | 146'780 CHF | 100.00% | 100.00% |
05.07.2024 | 1.01% | 98.20 % | 99.20 % | 500'000 | 500'000 | 148'243 | 148'243 | 145'644 CHF | 147'127 CHF | 100.00% | 100.00% |
04.07.2024 | 0.82% | 98.10 % | 98.90 % | 50'000 | 50'000 | 49'914 | 49'914 | 48'817 CHF | 49'217 CHF | 99.45% | 99.45% |
03.07.2024 | 0.82% | 96.50 % | 97.30 % | 500'000 | 500'000 | 148'222 | 148'222 | 143'577 CHF | 144'763 CHF | 100.00% | 100.00% |
02.07.2024 | 1.03% | 96.20 % | 97.20 % | 500'000 | 500'000 | 148'334 | 148'334 | 142'724 CHF | 144'207 CHF | 100.00% | 100.00% |