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% | 100.69 % | 101.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'066 CHF | 152'116 CHF | 100.00% | 100.00% |
12.07.2024 | 0.69% | 100.67 % | 101.37 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'989 CHF | 152'039 CHF | 78.49% | 78.49% |
11.07.2024 | 0.69% | 100.57 % | 101.27 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'809 CHF | 151'859 CHF | 100.00% | 100.00% |
10.07.2024 | 0.69% | 100.42 % | 101.12 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'617 CHF | 151'667 CHF | 94.74% | 94.74% |
09.07.2024 | 0.69% | 100.23 % | 100.93 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'563 CHF | 151'613 CHF | 97.76% | 97.76% |
08.07.2024 | 0.70% | 100.34 % | 101.04 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'531 CHF | 151'581 CHF | 99.77% | 99.77% |
05.07.2024 | 0.70% | 100.15 % | 100.85 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'260 CHF | 151'310 CHF | 100.00% | 100.00% |
04.07.2024 | 0.70% | 100.14 % | 100.84 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'278 CHF | 151'328 CHF | 98.26% | 98.26% |
03.07.2024 | 0.70% | 99.97 % | 100.67 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'850 CHF | 150'900 CHF | 100.00% | 100.00% |
02.07.2024 | 0.70% | 99.78 % | 100.48 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'485 CHF | 150'535 CHF | 100.00% | 100.00% |