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% | 100.49 % | 101.19 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'818 CHF | 151'868 CHF | 100.00% | 100.00% |
12.07.2024 | 0.69% | 100.52 % | 101.22 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'587 CHF | 151'637 CHF | 78.49% | 78.49% |
11.07.2024 | 0.70% | 100.30 % | 101.00 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'526 CHF | 151'576 CHF | 100.00% | 100.00% |
10.07.2024 | 0.70% | 100.22 % | 100.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'524 CHF | 151'574 CHF | 94.74% | 94.74% |
09.07.2024 | 0.70% | 99.98 % | 100.68 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'236 CHF | 151'286 CHF | 97.75% | 97.75% |
08.07.2024 | 0.69% | 100.33 % | 101.03 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'916 CHF | 151'966 CHF | 99.79% | 99.79% |
05.07.2024 | 0.69% | 100.44 % | 101.14 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'624 CHF | 151'674 CHF | 99.98% | 99.98% |
04.07.2024 | 0.70% | 100.14 % | 100.84 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'118 CHF | 151'168 CHF | 98.25% | 98.25% |
03.07.2024 | 0.70% | 99.87 % | 100.57 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'752 CHF | 150'802 CHF | 100.00% | 100.00% |
02.07.2024 | 0.70% | 99.48 % | 100.18 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'150 CHF | 150'200 CHF | 100.00% | 100.00% |