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 | 0.70% | 99.98 % | 100.68 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'053 CHF | 151'103 CHF | 100.00% | 100.00% |
12.07.2024 | 0.70% | 99.95 % | 100.65 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'856 CHF | 150'906 CHF | 78.50% | 78.50% |
11.07.2024 | 0.70% | 99.89 % | 100.59 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'510 CHF | 150'560 CHF | 73.30% | 73.30% |
10.07.2024 | 0.70% | 99.01 % | 99.71 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'348 CHF | 150'398 CHF | 90.42% | 90.42% |
09.07.2024 | 0.70% | 99.57 % | 100.27 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'498 CHF | 150'548 CHF | 97.74% | 97.74% |
08.07.2024 | 0.70% | 99.62 % | 100.32 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'421 CHF | 150'471 CHF | 99.79% | 99.79% |
05.07.2024 | 0.70% | 99.50 % | 100.20 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'276 CHF | 150'326 CHF | 100.00% | 100.00% |
04.07.2024 | 0.70% | 99.54 % | 100.24 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'376 CHF | 150'426 CHF | 98.27% | 98.27% |
03.07.2024 | 0.70% | 99.74 % | 100.44 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'477 CHF | 150'527 CHF | 100.00% | 100.00% |
02.07.2024 | 0.70% | 99.36 % | 100.06 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'890 CHF | 149'940 CHF | 100.00% | 100.00% |