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 | 0.73% | 95.28 % | 95.98 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'572 CHF | 144'622 CHF | 100.00% | 100.00% |
12.07.2024 | 0.73% | 95.72 % | 96.42 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'713 CHF | 143'763 CHF | 78.50% | 78.50% |
11.07.2024 | 0.74% | 94.89 % | 95.59 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'599 CHF | 142'649 CHF | 100.00% | 100.00% |
10.07.2024 | 0.74% | 93.88 % | 94.58 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'768 CHF | 141'818 CHF | 94.74% | 94.74% |
09.07.2024 | 0.74% | 93.48 % | 94.18 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'050 CHF | 142'100 CHF | 97.76% | 97.76% |
08.07.2024 | 0.74% | 93.58 % | 94.28 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'587 CHF | 141'637 CHF | 99.79% | 99.79% |
05.07.2024 | 0.74% | 93.51 % | 94.21 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'637 CHF | 141'687 CHF | 100.00% | 100.00% |
04.07.2024 | 0.75% | 93.62 % | 94.32 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'348 CHF | 141'398 CHF | 98.26% | 98.26% |
03.07.2024 | 0.75% | 93.53 % | 94.23 % | 150'000 | 150'000 | 150'000 | 150'000 | 139'659 CHF | 140'709 CHF | 100.00% | 100.00% |
02.07.2024 | 0.76% | 92.59 % | 93.29 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'674 CHF | 138'724 CHF | 100.00% | 100.00% |