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 | 1.50% | 101.00 % | 101.80 % | 500'000 | 500'000 | 148'265 | 148'265 | 149'931 CHF | 151'485 CHF | 100.00% | 100.00% |
12.07.2024 | 1.51% | 101.30 % | 102.10 % | 500'000 | 500'000 | 148'345 | 148'345 | 150'109 CHF | 151'663 CHF | 100.00% | 100.00% |
11.07.2024 | 1.71% | 100.90 % | 101.90 % | 500'000 | 500'000 | 148'255 | 148'255 | 149'369 CHF | 151'219 CHF | 100.00% | 100.00% |
10.07.2024 | 1.70% | 100.40 % | 101.40 % | 500'000 | 500'000 | 148'228 | 148'228 | 149'218 CHF | 151'068 CHF | 100.00% | 100.00% |
09.07.2024 | 1.50% | 101.30 % | 102.10 % | 500'000 | 500'000 | 146'766 | 146'766 | 148'869 CHF | 150'412 CHF | 99.59% | 99.59% |
08.07.2024 | 1.49% | 101.80 % | 102.60 % | 500'000 | 500'000 | 148'193 | 148'193 | 151'173 CHF | 152'726 CHF | 100.00% | 100.00% |
05.07.2024 | 1.68% | 102.10 % | 103.10 % | 500'000 | 500'000 | 148'233 | 148'233 | 151'205 CHF | 153'055 CHF | 100.00% | 100.00% |
04.07.2024 | 1.61% | 102.60 % | 104.00 % | 50'000 | 50'000 | 49'914 | 49'914 | 51'166 CHF | 51'997 CHF | 99.45% | 99.45% |
03.07.2024 | 1.48% | 102.50 % | 103.30 % | 500'000 | 500'000 | 148'216 | 148'216 | 152'331 CHF | 153'884 CHF | 100.00% | 100.00% |
02.07.2024 | 1.66% | 103.20 % | 104.20 % | 500'000 | 500'000 | 148'321 | 148'321 | 152'988 CHF | 154'838 CHF | 100.00% | 100.00% |