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 | 1.68% | 101.40 % | 102.40 % | 500'000 | 500'000 | 148'207 | 148'207 | 150'529 CHF | 152'379 CHF | 100.00% | 100.00% |
12.07.2024 | 1.49% | 102.60 % | 103.40 % | 500'000 | 500'000 | 148'204 | 148'204 | 152'126 CHF | 153'679 CHF | 100.00% | 100.00% |
11.07.2024 | 1.49% | 102.20 % | 103.00 % | 500'000 | 500'000 | 148'198 | 148'198 | 151'559 CHF | 153'112 CHF | 100.00% | 100.00% |
10.07.2024 | 1.70% | 102.20 % | 103.20 % | 500'000 | 500'000 | 148'201 | 148'201 | 150'453 CHF | 152'302 CHF | 100.00% | 100.00% |
09.07.2024 | 1.70% | 101.00 % | 102.00 % | 500'000 | 500'000 | 146'890 | 146'890 | 148'570 CHF | 150'408 CHF | 99.59% | 99.59% |
08.07.2024 | 1.50% | 101.60 % | 102.40 % | 500'000 | 500'000 | 148'219 | 148'219 | 150'270 CHF | 151'823 CHF | 100.00% | 100.00% |
05.07.2024 | 1.49% | 101.40 % | 102.20 % | 500'000 | 500'000 | 148'318 | 148'318 | 150'146 CHF | 151'699 CHF | 100.00% | 100.00% |
04.07.2024 | 1.60% | 103.00 % | 104.40 % | 50'000 | 50'000 | 50'000 | 50'000 | 51'449 CHF | 52'282 CHF | 99.45% | 99.45% |
03.07.2024 | 1.69% | 103.10 % | 104.10 % | 500'000 | 500'000 | 148'215 | 148'215 | 151'983 CHF | 153'833 CHF | 100.00% | 100.00% |
02.07.2024 | 1.71% | 101.00 % | 102.00 % | 500'000 | 500'000 | 148'263 | 148'263 | 149'561 CHF | 151'411 CHF | 100.00% | 100.00% |