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 | 0.80% | 103.20 % | 104.00 % | 50'000 | 50'000 | 458'788 | 458'788 | 474'358 CHF | 478'139 CHF | 100.00% | 100.00% |
12.07.2024 | 0.97% | 103.10 % | 104.10 % | 50'000 | 50'000 | 481'462 | 481'462 | 495'803 CHF | 500'617 CHF | 100.00% | 100.00% |
11.07.2024 | 0.98% | 102.40 % | 103.40 % | 50'000 | 50'000 | 476'528 | 476'528 | 489'040 CHF | 493'830 CHF | 100.00% | 100.00% |
10.07.2024 | 0.78% | 103.00 % | 103.80 % | 50'000 | 50'000 | 481'397 | 481'397 | 494'535 CHF | 498'386 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 102.40 % | 103.20 % | 50'000 | 50'000 | 462'503 | 462'503 | 474'753 CHF | 478'546 CHF | 99.58% | 99.58% |
08.07.2024 | 0.97% | 102.60 % | 103.60 % | 50'000 | 50'000 | 481'326 | 481'326 | 494'102 CHF | 498'916 CHF | 100.00% | 100.00% |
05.07.2024 | 0.98% | 102.10 % | 103.10 % | 50'000 | 50'000 | 481'405 | 481'405 | 490'572 CHF | 495'386 CHF | 100.00% | 100.00% |
04.07.2024 | 0.78% | 102.40 % | 103.20 % | 50'000 | 50'000 | 480'148 | 480'148 | 491'355 CHF | 495'202 CHF | 99.45% | 99.45% |
03.07.2024 | 0.78% | 102.10 % | 102.90 % | 50'000 | 50'000 | 481'321 | 481'321 | 493'333 CHF | 497'184 CHF | 100.00% | 100.00% |
02.07.2024 | 0.98% | 102.20 % | 103.20 % | 50'000 | 50'000 | 477'786 | 477'786 | 489'628 CHF | 494'424 CHF | 100.00% | 100.00% |