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 | 1.10% | 103.10 % | 103.60 % | 500'000 | 500'000 | 145'131 | 145'131 | 149'682 CHF | 150'723 CHF | 100.00% | 100.00% |
12.07.2024 | 1.10% | 103.30 % | 103.80 % | 500'000 | 500'000 | 145'129 | 145'129 | 149'723 CHF | 150'762 CHF | 100.00% | 100.00% |
11.07.2024 | 1.10% | 103.20 % | 103.70 % | 500'000 | 500'000 | 145'122 | 145'122 | 149'981 CHF | 151'019 CHF | 100.00% | 100.00% |
10.07.2024 | 1.11% | 103.00 % | 103.50 % | 500'000 | 500'000 | 144'742 | 144'742 | 148'957 CHF | 149'998 CHF | 100.00% | 100.00% |
09.07.2024 | 1.10% | 103.10 % | 103.60 % | 500'000 | 500'000 | 145'134 | 145'134 | 149'707 CHF | 150'749 CHF | 100.00% | 100.00% |
08.07.2024 | 1.11% | 103.00 % | 103.50 % | 500'000 | 500'000 | 145'137 | 145'137 | 148'964 CHF | 150'002 CHF | 100.00% | 100.00% |
05.07.2024 | 1.10% | 102.00 % | 102.50 % | 500'000 | 500'000 | 145'263 | 145'263 | 148'498 CHF | 149'537 CHF | 99.86% | 99.86% |
04.07.2024 | 1.18% | 103.00 % | 104.00 % | 50'000 | 50'000 | 50'000 | 50'000 | 51'489 CHF | 52'101 CHF | 99.45% | 99.45% |
03.07.2024 | 1.10% | 102.80 % | 103.30 % | 500'000 | 500'000 | 145'143 | 145'143 | 149'319 CHF | 150'359 CHF | 100.00% | 100.00% |
02.07.2024 | 1.11% | 103.00 % | 103.50 % | 500'000 | 500'000 | 145'135 | 145'135 | 148'825 CHF | 149'865 CHF | 100.00% | 100.00% |