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% | 101.46 % | 102.27 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'197 CHF | 153'421 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.42 % | 102.23 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'149 CHF | 153'365 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.38 % | 102.19 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'092 CHF | 153'307 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.30 % | 102.11 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'950 CHF | 153'165 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.24 % | 102.05 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'931 CHF | 153'146 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.22 % | 102.03 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'863 CHF | 153'078 CHF | 99.67% | 99.67% |
05.07.2024 | 0.80% | 101.07 % | 101.88 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'659 CHF | 152'874 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.12 % | 101.93 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'700 CHF | 152'915 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.99 % | 101.80 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'496 CHF | 152'711 CHF | 99.68% | 99.68% |
02.07.2024 | 0.80% | 100.91 % | 101.72 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'287 CHF | 152'502 CHF | 100.00% | 100.00% |