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 | 0.80% | 86.03 % | 86.73 % | 150'000 | 150'000 | 150'000 | 150'000 | 130'297 CHF | 131'347 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 87.22 % | 87.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 130'230 CHF | 131'280 CHF | 78.50% | 78.50% |
11.07.2024 | 0.81% | 86.38 % | 87.08 % | 150'000 | 150'000 | 150'000 | 150'000 | 129'179 CHF | 130'229 CHF | 99.99% | 99.99% |
10.07.2024 | 0.82% | 85.70 % | 86.40 % | 150'000 | 150'000 | 150'000 | 150'000 | 127'974 CHF | 129'024 CHF | 94.74% | 94.74% |
09.07.2024 | 0.81% | 85.14 % | 85.84 % | 150'000 | 150'000 | 150'000 | 150'000 | 128'389 CHF | 129'439 CHF | 97.76% | 97.76% |
08.07.2024 | 0.82% | 84.97 % | 85.67 % | 150'000 | 150'000 | 150'000 | 150'000 | 127'716 CHF | 128'766 CHF | 99.79% | 99.79% |
05.07.2024 | 0.82% | 84.85 % | 85.55 % | 150'000 | 150'000 | 150'000 | 150'000 | 127'778 CHF | 128'828 CHF | 100.00% | 100.00% |
04.07.2024 | 0.82% | 85.11 % | 85.81 % | 150'000 | 150'000 | 150'000 | 150'000 | 127'485 CHF | 128'535 CHF | 98.27% | 98.27% |
03.07.2024 | 0.82% | 85.06 % | 85.76 % | 150'000 | 150'000 | 150'000 | 150'000 | 127'298 CHF | 128'348 CHF | 100.00% | 100.00% |
02.07.2024 | 0.83% | 84.45 % | 85.15 % | 150'000 | 150'000 | 150'000 | 150'000 | 125'764 CHF | 126'814 CHF | 100.00% | 100.00% |