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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.68% | 102.06 % | 102.76 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'112 CHF | 154'162 CHF | 99.82% | 99.82% |
24.07.2024 | 0.68% | 102.07 % | 102.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'105 CHF | 154'155 CHF | 92.50% | 92.50% |
23.07.2024 | 0.68% | 102.07 % | 102.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'103 CHF | 154'153 CHF | 100.00% | 100.00% |
22.07.2024 | 0.68% | 102.06 % | 102.76 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'097 CHF | 154'147 CHF | 100.00% | 100.00% |
19.07.2024 | 0.68% | 102.06 % | 102.76 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'090 CHF | 154'140 CHF | 99.74% | 99.74% |
18.07.2024 | 0.68% | 102.06 % | 102.76 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'086 CHF | 154'136 CHF | 99.75% | 99.75% |
17.07.2024 | 0.68% | 102.04 % | 102.74 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'052 CHF | 154'102 CHF | 99.79% | 99.79% |
16.07.2024 | 0.68% | 101.92 % | 102.62 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'842 CHF | 153'892 CHF | 89.72% | 89.72% |
15.07.2024 | 0.68% | 101.89 % | 102.59 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'860 CHF | 153'910 CHF | 100.00% | 100.00% |
12.07.2024 | 0.68% | 101.87 % | 102.57 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'768 CHF | 153'818 CHF | 78.50% | 78.50% |