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 | 0.52% | 100.80 % | 101.30 % | 500'000 | 500'000 | 144'617 | 144'617 | 146'057 CHF | 146'786 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 102.00 % | 102.50 % | 500'000 | 500'000 | 145'164 | 145'164 | 148'614 CHF | 149'344 CHF | 100.00% | 100.00% |
11.07.2024 | 0.51% | 102.40 % | 102.90 % | 500'000 | 500'000 | 144'956 | 144'956 | 148'534 CHF | 149'263 CHF | 100.00% | 100.00% |
10.07.2024 | 0.51% | 102.00 % | 102.50 % | 500'000 | 500'000 | 145'029 | 145'029 | 148'468 CHF | 149'197 CHF | 99.53% | 99.53% |
09.07.2024 | 0.52% | 101.20 % | 101.70 % | 500'000 | 500'000 | 145'088 | 145'088 | 145'355 CHF | 146'084 CHF | 99.99% | 99.99% |
08.07.2024 | 0.52% | 99.30 % | 99.80 % | 500'000 | 500'000 | 145'135 | 145'135 | 144'560 CHF | 145'289 CHF | 100.00% | 100.00% |
05.07.2024 | 0.51% | 100.10 % | 100.60 % | 500'000 | 500'000 | 145'126 | 145'126 | 145'222 CHF | 145'951 CHF | 100.00% | 100.00% |
04.07.2024 | 0.49% | 101.00 % | 101.50 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'467 CHF | 50'717 CHF | 99.45% | 99.45% |
03.07.2024 | 0.51% | 101.20 % | 101.70 % | 500'000 | 500'000 | 145'366 | 145'366 | 146'789 CHF | 147'520 CHF | 99.71% | 99.71% |
02.07.2024 | 0.52% | 99.50 % | 100.00 % | 500'000 | 500'000 | 145'132 | 145'132 | 144'176 CHF | 144'905 CHF | 100.00% | 100.00% |