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 | 0.87% | 94.00 % | 94.80 % | 500'000 | 500'000 | 146'541 | 146'541 | 137'766 CHF | 138'944 CHF | 100.00% | 100.00% |
12.07.2024 | 1.06% | 94.80 % | 95.80 % | 500'000 | 500'000 | 148'166 | 148'166 | 140'015 CHF | 141'497 CHF | 100.00% | 100.00% |
11.07.2024 | 1.08% | 93.30 % | 94.30 % | 500'000 | 500'000 | 147'865 | 147'865 | 137'801 CHF | 139'281 CHF | 100.00% | 100.00% |
10.07.2024 | 0.87% | 91.60 % | 92.40 % | 500'000 | 500'000 | 148'124 | 148'124 | 135'607 CHF | 136'793 CHF | 100.00% | 100.00% |
09.07.2024 | 0.87% | 90.70 % | 91.50 % | 500'000 | 500'000 | 146'949 | 146'949 | 133'972 CHF | 135'149 CHF | 99.28% | 99.28% |
08.07.2024 | 1.10% | 91.80 % | 92.80 % | 500'000 | 500'000 | 148'066 | 148'066 | 135'400 CHF | 136'882 CHF | 100.00% | 100.00% |
05.07.2024 | 1.10% | 90.80 % | 91.80 % | 500'000 | 500'000 | 148'104 | 148'104 | 134'434 CHF | 135'915 CHF | 99.99% | 99.99% |
04.07.2024 | 0.87% | 91.30 % | 92.10 % | 50'000 | 50'000 | 49'997 | 49'997 | 45'583 CHF | 45'983 CHF | 99.46% | 99.46% |
03.07.2024 | 0.88% | 90.90 % | 91.70 % | 500'000 | 500'000 | 148'016 | 148'016 | 134'565 CHF | 135'750 CHF | 100.00% | 100.00% |
02.07.2024 | 1.10% | 91.10 % | 92.10 % | 500'000 | 500'000 | 147'933 | 147'933 | 134'752 CHF | 136'232 CHF | 99.98% | 99.98% |