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 | 0.79% | 101.90 % | 102.70 % | 500'000 | 500'000 | 142'700 | 142'700 | 145'411 CHF | 146'554 CHF | 98.59% | 98.59% |
12.07.2024 | 0.98% | 101.90 % | 102.90 % | 500'000 | 500'000 | 148'294 | 148'294 | 151'112 CHF | 152'595 CHF | 100.00% | 100.00% |
11.07.2024 | 0.98% | 101.90 % | 102.90 % | 500'000 | 500'000 | 147'772 | 147'772 | 150'579 CHF | 152'058 CHF | 100.00% | 100.00% |
10.07.2024 | 0.78% | 102.00 % | 102.80 % | 500'000 | 500'000 | 148'230 | 148'230 | 151'194 CHF | 152'380 CHF | 100.00% | 100.00% |
09.07.2024 | 0.78% | 101.90 % | 102.70 % | 500'000 | 500'000 | 146'682 | 146'682 | 149'469 CHF | 150'643 CHF | 99.58% | 99.58% |
08.07.2024 | 0.98% | 101.90 % | 102.90 % | 500'000 | 500'000 | 147'255 | 147'255 | 150'052 CHF | 151'525 CHF | 99.69% | 99.69% |
05.07.2024 | 0.98% | 101.70 % | 102.70 % | 500'000 | 500'000 | 151'563 | 151'563 | 154'141 CHF | 155'657 CHF | 96.58% | 96.58% |
04.07.2024 | 0.79% | 101.80 % | 102.60 % | 50'000 | 50'000 | 49'778 | 49'778 | 50'674 CHF | 51'073 CHF | 99.45% | 99.45% |
03.07.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 148'164 | 148'164 | 150'831 CHF | 152'017 CHF | 100.00% | 100.00% |
02.07.2024 | 0.98% | 101.70 % | 102.70 % | 500'000 | 500'000 | 148'110 | 148'110 | 150'628 CHF | 152'110 CHF | 100.00% | 100.00% |