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 | 1.84% | 102.10 % | 103.10 % | 500'000 | 500'000 | 136'478 | 136'478 | 139'378 CHF | 141'057 CHF | 100.00% | 100.00% |
12.07.2024 | 1.48% | 103.00 % | 103.80 % | 500'000 | 500'000 | 148'222 | 148'222 | 152'779 CHF | 154'333 CHF | 100.00% | 100.00% |
11.07.2024 | 1.48% | 103.20 % | 104.00 % | 500'000 | 500'000 | 148'188 | 148'188 | 152'570 CHF | 154'123 CHF | 100.00% | 100.00% |
10.07.2024 | 1.70% | 102.00 % | 103.00 % | 500'000 | 500'000 | 148'278 | 148'278 | 150'766 CHF | 152'616 CHF | 100.00% | 100.00% |
09.07.2024 | 1.70% | 101.30 % | 102.30 % | 500'000 | 500'000 | 146'731 | 146'731 | 148'716 CHF | 150'553 CHF | 99.59% | 99.59% |
08.07.2024 | 1.50% | 101.40 % | 102.20 % | 500'000 | 500'000 | 148'216 | 148'216 | 149'942 CHF | 151'495 CHF | 100.00% | 100.00% |
05.07.2024 | 1.54% | 100.90 % | 101.70 % | 500'000 | 500'000 | 146'154 | 146'154 | 147'602 CHF | 149'137 CHF | 100.00% | 100.00% |
04.07.2024 | 1.61% | 102.30 % | 103.70 % | 50'000 | 50'000 | 50'000 | 50'000 | 51'110 CHF | 51'942 CHF | 99.45% | 99.45% |
03.07.2024 | 1.80% | 102.10 % | 103.10 % | 500'000 | 500'000 | 140'606 | 140'606 | 143'054 CHF | 144'800 CHF | 100.00% | 100.00% |
02.07.2024 | 1.72% | 100.60 % | 101.60 % | 500'000 | 500'000 | 148'313 | 148'313 | 148'916 CHF | 150'766 CHF | 100.00% | 100.00% |