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 | 0.69% | 100.94 % | 101.64 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'686 CHF | 152'736 CHF | 100.00% | 100.00% |
12.07.2024 | 0.69% | 101.18 % | 101.88 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'614 CHF | 152'664 CHF | 78.50% | 78.50% |
11.07.2024 | 0.69% | 100.94 % | 101.64 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'369 CHF | 152'419 CHF | 100.00% | 100.00% |
10.07.2024 | 0.69% | 100.84 % | 101.54 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'046 CHF | 152'096 CHF | 94.74% | 94.74% |
09.07.2024 | 0.69% | 100.69 % | 101.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'195 CHF | 152'245 CHF | 97.76% | 97.76% |
08.07.2024 | 0.69% | 100.67 % | 101.37 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'023 CHF | 152'073 CHF | 99.77% | 99.77% |
05.07.2024 | 0.69% | 100.54 % | 101.24 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'976 CHF | 152'026 CHF | 100.00% | 100.00% |
04.07.2024 | 0.69% | 100.62 % | 101.32 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'980 CHF | 152'030 CHF | 98.25% | 98.25% |
03.07.2024 | 0.69% | 100.82 % | 101.52 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'065 CHF | 152'115 CHF | 100.00% | 100.00% |
02.07.2024 | 0.70% | 100.47 % | 101.17 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'406 CHF | 151'456 CHF | 100.00% | 100.00% |