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 | 1.93% | 104.10 % | 104.90 % | 500'000 | 500'000 | 146'110 | 146'110 | 152'131 CHF | 153'873 CHF | 100.00% | 100.00% |
12.07.2024 | 1.91% | 104.00 % | 104.80 % | 500'000 | 500'000 | 147'893 | 147'893 | 153'769 CHF | 155'548 CHF | 100.00% | 100.00% |
11.07.2024 | 2.10% | 103.80 % | 104.80 % | 500'000 | 500'000 | 148'229 | 148'229 | 154'005 CHF | 156'089 CHF | 100.00% | 100.00% |
10.07.2024 | 2.10% | 104.00 % | 105.00 % | 500'000 | 500'000 | 148'265 | 148'265 | 154'063 CHF | 156'149 CHF | 100.00% | 100.00% |
09.07.2024 | 1.94% | 103.90 % | 104.70 % | 500'000 | 500'000 | 144'869 | 144'869 | 150'478 CHF | 152'237 CHF | 99.59% | 99.59% |
08.07.2024 | 1.91% | 103.90 % | 104.70 % | 500'000 | 500'000 | 148'366 | 148'366 | 154'226 CHF | 156'016 CHF | 100.00% | 100.00% |
05.07.2024 | 2.10% | 103.80 % | 104.80 % | 500'000 | 500'000 | 148'211 | 148'211 | 153'752 CHF | 155'834 CHF | 100.00% | 100.00% |
04.07.2024 | 2.10% | 103.80 % | 105.50 % | 50'000 | 50'000 | 50'000 | 50'000 | 51'847 CHF | 52'946 CHF | 99.46% | 99.46% |
03.07.2024 | 1.91% | 103.50 % | 104.30 % | 500'000 | 500'000 | 148'254 | 148'254 | 153'706 CHF | 155'493 CHF | 100.00% | 100.00% |
02.07.2024 | 2.11% | 103.80 % | 104.80 % | 500'000 | 500'000 | 147'938 | 147'938 | 153'364 CHF | 155'445 CHF | 100.00% | 100.00% |