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 | 1.02% | 98.90 % | 99.90 % | 500'000 | 500'000 | 147'360 | 147'360 | 145'589 CHF | 147'066 CHF | 100.00% | 100.00% |
12.07.2024 | 1.01% | 98.90 % | 99.90 % | 500'000 | 500'000 | 148'269 | 148'269 | 146'307 CHF | 147'790 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 98.90 % | 99.70 % | 500'000 | 500'000 | 147'819 | 147'819 | 146'839 CHF | 148'023 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 148'168 | 148'168 | 147'338 CHF | 148'524 CHF | 100.00% | 100.00% |
09.07.2024 | 1.01% | 99.30 % | 100.30 % | 500'000 | 500'000 | 146'614 | 146'614 | 145'538 CHF | 147'005 CHF | 99.59% | 99.59% |
08.07.2024 | 1.01% | 98.70 % | 99.70 % | 500'000 | 500'000 | 148'264 | 148'264 | 146'326 CHF | 147'809 CHF | 100.00% | 100.00% |
05.07.2024 | 0.81% | 98.20 % | 99.00 % | 500'000 | 500'000 | 147'946 | 147'946 | 145'400 CHF | 146'585 CHF | 100.00% | 100.00% |
04.07.2024 | 0.82% | 98.70 % | 99.50 % | 50'000 | 50'000 | 49'524 | 49'524 | 48'858 CHF | 49'256 CHF | 99.38% | 99.38% |
03.07.2024 | 1.02% | 98.40 % | 99.40 % | 500'000 | 500'000 | 149'125 | 149'125 | 146'068 CHF | 147'560 CHF | 99.03% | 99.03% |
02.07.2024 | 1.02% | 97.80 % | 98.80 % | 500'000 | 500'000 | 147'947 | 147'947 | 144'726 CHF | 146'207 CHF | 100.00% | 100.00% |