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 | 0.70% | 100.23 % | 100.93 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'500 CHF | 151'550 CHF | 100.00% | 100.00% |
12.07.2024 | 0.69% | 100.65 % | 101.35 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'734 CHF | 151'784 CHF | 78.49% | 78.49% |
11.07.2024 | 0.70% | 100.22 % | 100.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'255 CHF | 151'305 CHF | 99.96% | 99.96% |
10.07.2024 | 0.70% | 99.85 % | 100.55 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'506 CHF | 150'556 CHF | 94.74% | 94.74% |
09.07.2024 | 0.70% | 99.55 % | 100.25 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'615 CHF | 150'665 CHF | 97.76% | 97.76% |
08.07.2024 | 0.70% | 99.43 % | 100.13 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'286 CHF | 150'336 CHF | 99.77% | 99.77% |
05.07.2024 | 0.70% | 99.45 % | 100.15 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'459 CHF | 150'509 CHF | 100.00% | 100.00% |
04.07.2024 | 0.70% | 99.46 % | 100.16 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'226 CHF | 150'276 CHF | 98.25% | 98.25% |
03.07.2024 | 0.70% | 99.51 % | 100.21 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'121 CHF | 150'171 CHF | 3.64% | 3.64% |
02.07.2024 | 0.70% | 99.48 % | 100.18 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'973 CHF | 150'023 CHF | 100.00% | 100.00% |