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% | 100.11 % | 100.81 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'216 CHF | 151'266 CHF | 100.00% | 100.00% |
12.07.2024 | 0.70% | 100.13 % | 100.83 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'141 CHF | 151'191 CHF | 78.50% | 78.50% |
11.07.2024 | 0.70% | 99.99 % | 100.69 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'905 CHF | 150'955 CHF | 100.00% | 100.00% |
10.07.2024 | 0.70% | 99.80 % | 100.50 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'686 CHF | 150'736 CHF | 94.74% | 94.74% |
09.07.2024 | 0.70% | 99.58 % | 100.28 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'629 CHF | 150'679 CHF | 97.76% | 97.76% |
08.07.2024 | 0.70% | 99.72 % | 100.42 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'615 CHF | 150'665 CHF | 99.78% | 99.78% |
05.07.2024 | 0.70% | 99.50 % | 100.20 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'317 CHF | 150'367 CHF | 100.00% | 100.00% |
04.07.2024 | 0.70% | 99.50 % | 100.20 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'317 CHF | 150'367 CHF | 98.27% | 98.27% |
03.07.2024 | 0.70% | 99.31 % | 100.01 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'834 CHF | 149'884 CHF | 100.00% | 100.00% |
02.07.2024 | 0.70% | 99.09 % | 99.79 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'431 CHF | 149'481 CHF | 100.00% | 100.00% |