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 | 0.50% | 103.50 % | 104.00 % | 500'000 | 500'000 | 140'837 | 140'837 | 145'766 CHF | 146'473 CHF | 98.57% | 98.57% |
12.07.2024 | 0.50% | 103.70 % | 104.20 % | 500'000 | 500'000 | 145'291 | 145'291 | 150'766 CHF | 151'495 CHF | 99.83% | 99.83% |
11.07.2024 | 0.50% | 103.70 % | 104.20 % | 500'000 | 500'000 | 145'121 | 145'121 | 150'417 CHF | 151'146 CHF | 100.00% | 100.00% |
10.07.2024 | 0.50% | 103.40 % | 103.90 % | 500'000 | 500'000 | 145'135 | 145'135 | 149'961 CHF | 150'690 CHF | 100.00% | 100.00% |
09.07.2024 | 0.50% | 103.50 % | 104.00 % | 500'000 | 500'000 | 145'132 | 145'132 | 149'905 CHF | 150'635 CHF | 100.00% | 100.00% |
08.07.2024 | 0.50% | 103.00 % | 103.50 % | 500'000 | 500'000 | 145'140 | 145'140 | 149'590 CHF | 150'319 CHF | 100.00% | 100.00% |
05.07.2024 | 0.50% | 103.30 % | 103.80 % | 500'000 | 500'000 | 145'229 | 145'229 | 150'058 CHF | 150'787 CHF | 99.86% | 99.86% |
04.07.2024 | 0.48% | 103.00 % | 103.50 % | 50'000 | 50'000 | 50'000 | 50'000 | 51'530 CHF | 51'780 CHF | 99.45% | 99.45% |
03.07.2024 | 0.50% | 103.20 % | 103.70 % | 500'000 | 500'000 | 145'135 | 145'135 | 149'721 CHF | 150'450 CHF | 100.00% | 100.00% |
02.07.2024 | 0.50% | 103.00 % | 103.50 % | 500'000 | 500'000 | 145'137 | 145'137 | 149'299 CHF | 150'028 CHF | 100.00% | 100.00% |