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% | 102.70 % | 103.50 % | 500'000 | 500'000 | 148'198 | 148'198 | 152'196 CHF | 153'382 CHF | 100.00% | 100.00% |
12.07.2024 | 0.97% | 102.50 % | 103.50 % | 500'000 | 500'000 | 148'224 | 148'224 | 151'936 CHF | 153'418 CHF | 100.00% | 100.00% |
11.07.2024 | 0.97% | 102.50 % | 103.50 % | 500'000 | 500'000 | 148'276 | 148'276 | 151'918 CHF | 153'401 CHF | 100.00% | 100.00% |
10.07.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 147'772 | 147'772 | 151'193 CHF | 152'377 CHF | 100.00% | 100.00% |
09.07.2024 | 0.78% | 102.20 % | 103.00 % | 500'000 | 500'000 | 146'779 | 146'779 | 150'027 CHF | 151'201 CHF | 99.59% | 99.59% |
08.07.2024 | 0.97% | 102.30 % | 103.30 % | 500'000 | 500'000 | 148'387 | 148'387 | 151'757 CHF | 153'241 CHF | 100.00% | 100.00% |
05.07.2024 | 0.97% | 102.00 % | 103.00 % | 500'000 | 500'000 | 148'199 | 148'199 | 151'218 CHF | 152'700 CHF | 100.00% | 100.00% |
04.07.2024 | 0.78% | 102.20 % | 103.00 % | 50'000 | 50'000 | 50'000 | 50'000 | 51'132 CHF | 51'532 CHF | 99.45% | 99.45% |
03.07.2024 | 0.78% | 102.20 % | 103.00 % | 500'000 | 500'000 | 148'236 | 148'236 | 151'467 CHF | 152'653 CHF | 100.00% | 100.00% |
02.07.2024 | 0.98% | 101.90 % | 102.90 % | 500'000 | 500'000 | 148'339 | 148'339 | 150'993 CHF | 152'476 CHF | 100.00% | 100.00% |