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 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 147'998 | 147'998 | 147'422 CHF | 148'607 CHF | 100.00% | 100.00% |
12.07.2024 | 1.00% | 99.90 % | 100.90 % | 500'000 | 500'000 | 148'193 | 148'193 | 147'975 CHF | 149'457 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 99.50 % | 100.50 % | 500'000 | 500'000 | 148'011 | 148'011 | 147'488 CHF | 148'970 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 148'230 | 148'230 | 147'397 CHF | 148'583 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.10 % | 99.90 % | 500'000 | 500'000 | 146'779 | 146'779 | 145'302 CHF | 146'477 CHF | 99.59% | 99.59% |
08.07.2024 | 1.00% | 99.00 % | 100.00 % | 500'000 | 500'000 | 148'364 | 148'364 | 147'149 CHF | 148'632 CHF | 100.00% | 100.00% |
05.07.2024 | 1.01% | 98.40 % | 99.40 % | 500'000 | 500'000 | 148'269 | 148'269 | 145'797 CHF | 147'280 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.10 % | 99.90 % | 50'000 | 50'000 | 49'971 | 49'971 | 49'492 CHF | 49'892 CHF | 99.45% | 99.45% |
03.07.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 148'211 | 148'211 | 147'670 CHF | 148'855 CHF | 100.00% | 100.00% |
02.07.2024 | 1.03% | 99.10 % | 100.10 % | 500'000 | 500'000 | 146'982 | 146'982 | 145'494 CHF | 146'969 CHF | 100.00% | 100.00% |