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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 148'605 | 148'605 | 147'542 CHF | 148'731 CHF | 99.69% | 99.69% |
24.07.2024 | 0.99% | 100.10 % | 101.10 % | 500'000 | 500'000 | 148'365 | 148'365 | 148'553 CHF | 150'037 CHF | 100.00% | 100.00% |
23.07.2024 | 0.99% | 100.90 % | 101.90 % | 500'000 | 500'000 | 148'053 | 148'053 | 149'283 CHF | 150'764 CHF | 99.92% | 99.92% |
22.07.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 146'928 | 146'928 | 147'453 CHF | 148'628 CHF | 99.62% | 99.62% |
19.07.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 145'010 | 145'010 | 144'385 CHF | 145'545 CHF | 98.45% | 98.45% |
18.07.2024 | 1.00% | 99.30 % | 100.30 % | 500'000 | 500'000 | 148'335 | 148'335 | 147'446 CHF | 148'930 CHF | 100.00% | 100.00% |
17.07.2024 | 1.00% | 99.70 % | 100.70 % | 500'000 | 500'000 | 148'294 | 148'294 | 147'949 CHF | 149'432 CHF | 99.01% | 99.01% |
16.07.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 148'548 | 148'548 | 149'325 CHF | 150'513 CHF | 99.77% | 99.77% |
15.07.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 148'610 | 148'610 | 149'116 CHF | 150'305 CHF | 99.70% | 99.70% |
12.07.2024 | 0.99% | 100.50 % | 101.50 % | 500'000 | 500'000 | 148'205 | 148'205 | 148'811 CHF | 150'293 CHF | 100.00% | 100.00% |