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 | 1.01% | 99.90 % | 100.90 % | 500'000 | 500'000 | 147'419 | 147'419 | 147'197 CHF | 148'675 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 148'129 | 148'129 | 147'830 CHF | 149'016 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 147'819 | 147'819 | 148'043 CHF | 149'228 CHF | 100.00% | 100.00% |
10.07.2024 | 1.00% | 100.10 % | 101.10 % | 500'000 | 500'000 | 148'194 | 148'194 | 148'369 CHF | 149'851 CHF | 100.00% | 100.00% |
09.07.2024 | 1.00% | 100.10 % | 101.10 % | 500'000 | 500'000 | 146'619 | 146'619 | 146'766 CHF | 148'233 CHF | 99.59% | 99.59% |
08.07.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 148'264 | 148'264 | 148'176 CHF | 149'362 CHF | 100.00% | 100.00% |
05.07.2024 | 0.81% | 99.40 % | 100.20 % | 500'000 | 500'000 | 147'960 | 147'960 | 147'126 CHF | 148'311 CHF | 100.00% | 100.00% |
04.07.2024 | 1.01% | 99.80 % | 100.80 % | 50'000 | 50'000 | 49'524 | 49'524 | 49'398 CHF | 49'895 CHF | 99.38% | 99.38% |
03.07.2024 | 1.00% | 99.70 % | 100.70 % | 500'000 | 500'000 | 148'259 | 148'259 | 147'400 CHF | 148'883 CHF | 100.00% | 100.00% |
02.07.2024 | 0.81% | 99.40 % | 100.20 % | 500'000 | 500'000 | 147'970 | 147'970 | 147'068 CHF | 148'253 CHF | 100.00% | 100.00% |