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% | 98.06 % | 99.06 % | 150'000 | 150'000 | 149'962 | 150'000 | 147'548 CHF | 149'085 CHF | 100.00% | 100.00% |
12.07.2024 | 1.02% | 97.70 % | 98.70 % | 150'000 | 150'000 | 149'954 | 150'000 | 145'898 CHF | 147'443 CHF | 78.49% | 78.49% |
11.07.2024 | 1.03% | 96.31 % | 97.31 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'228 CHF | 145'728 CHF | 100.00% | 100.00% |
10.07.2024 | 1.06% | 95.27 % | 96.27 % | 150'000 | 150'000 | 149'966 | 150'000 | 140'603 CHF | 142'135 CHF | 94.32% | 94.32% |
09.07.2024 | 1.07% | 92.36 % | 93.36 % | 150'000 | 150'000 | 150'000 | 150'000 | 139'743 CHF | 141'243 CHF | 97.75% | 97.75% |
08.07.2024 | 1.09% | 91.41 % | 92.41 % | 150'000 | 150'000 | 150'000 | 149'979 | 137'280 CHF | 138'761 CHF | 99.73% | 99.73% |
05.07.2024 | 1.07% | 91.24 % | 92.24 % | 150'000 | 150'000 | 150'000 | 150'000 | 138'986 CHF | 140'486 CHF | 100.00% | 100.00% |
04.07.2024 | 1.10% | 91.71 % | 92.71 % | 150'000 | 150'000 | 149'980 | 150'000 | 136'147 CHF | 137'665 CHF | 98.15% | 98.15% |
03.07.2024 | 1.05% | 94.17 % | 95.17 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'613 CHF | 143'113 CHF | 82.82% | 82.82% |
02.07.2024 | 1.06% | 94.81 % | 95.81 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'169 CHF | 142'669 CHF | 100.00% | 100.00% |