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 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 148'364 | 148'364 | 145'842 CHF | 147'029 CHF | 100.00% | 100.00% |
12.07.2024 | 1.02% | 98.00 % | 99.00 % | 500'000 | 500'000 | 148'300 | 148'300 | 145'087 CHF | 146'570 CHF | 100.00% | 100.00% |
11.07.2024 | 1.02% | 97.80 % | 98.80 % | 500'000 | 500'000 | 148'213 | 148'213 | 144'716 CHF | 146'198 CHF | 100.00% | 100.00% |
10.07.2024 | 0.82% | 97.60 % | 98.40 % | 500'000 | 500'000 | 148'226 | 148'226 | 144'792 CHF | 145'978 CHF | 100.00% | 100.00% |
09.07.2024 | 0.82% | 97.20 % | 98.00 % | 500'000 | 500'000 | 146'762 | 146'762 | 143'047 CHF | 144'221 CHF | 99.59% | 99.59% |
08.07.2024 | 1.02% | 97.60 % | 98.60 % | 500'000 | 500'000 | 148'363 | 148'363 | 145'000 CHF | 146'483 CHF | 100.00% | 100.00% |
05.07.2024 | 1.01% | 98.00 % | 99.00 % | 500'000 | 500'000 | 148'206 | 148'206 | 145'260 CHF | 146'742 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 98.40 % | 99.20 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'211 CHF | 49'611 CHF | 99.45% | 99.45% |
03.07.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 148'234 | 148'234 | 145'966 CHF | 147'152 CHF | 100.00% | 100.00% |
02.07.2024 | 1.02% | 97.40 % | 98.40 % | 500'000 | 500'000 | 148'324 | 148'324 | 144'603 CHF | 146'087 CHF | 100.00% | 100.00% |