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 | 0.67% | 103.71 % | 104.41 % | 150'000 | 150'000 | 150'000 | 150'000 | 155'565 CHF | 156'615 CHF | 100.00% | 100.00% |
12.07.2024 | 0.67% | 103.69 % | 104.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 155'480 CHF | 156'530 CHF | 78.50% | 78.50% |
11.07.2024 | 0.67% | 103.60 % | 104.30 % | 150'000 | 150'000 | 150'000 | 150'000 | 155'382 CHF | 156'432 CHF | 100.00% | 100.00% |
10.07.2024 | 0.67% | 103.46 % | 104.16 % | 150'000 | 150'000 | 150'000 | 150'000 | 155'141 CHF | 156'191 CHF | 94.73% | 94.73% |
09.07.2024 | 0.67% | 103.29 % | 103.99 % | 150'000 | 150'000 | 150'000 | 150'000 | 155'263 CHF | 156'313 CHF | 97.76% | 97.76% |
08.07.2024 | 0.67% | 103.50 % | 104.20 % | 150'000 | 150'000 | 150'000 | 150'000 | 155'318 CHF | 156'368 CHF | 99.77% | 99.77% |
05.07.2024 | 0.67% | 103.33 % | 104.03 % | 150'000 | 150'000 | 150'000 | 150'000 | 155'034 CHF | 156'084 CHF | 100.00% | 100.00% |
04.07.2024 | 0.67% | 103.45 % | 104.15 % | 150'000 | 150'000 | 150'000 | 150'000 | 155'118 CHF | 156'168 CHF | 98.27% | 98.27% |
03.07.2024 | 0.68% | 103.17 % | 103.87 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'842 CHF | 155'892 CHF | 100.00% | 100.00% |
02.07.2024 | 0.68% | 103.14 % | 103.84 % | 150'000 | 150'000 | 150'000 | 150'000 | 155'022 CHF | 156'072 CHF | 100.00% | 100.00% |