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% | 100.33 % | 101.03 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'440 CHF | 151'490 CHF | 100.00% | 100.00% |
12.07.2024 | 0.69% | 100.63 % | 101.33 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'816 CHF | 151'866 CHF | 78.49% | 78.49% |
11.07.2024 | 0.69% | 100.53 % | 101.23 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'763 CHF | 151'813 CHF | 100.00% | 100.00% |
10.07.2024 | 0.70% | 100.30 % | 101.00 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'411 CHF | 151'461 CHF | 94.73% | 94.73% |
09.07.2024 | 0.70% | 100.20 % | 100.90 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'369 CHF | 151'419 CHF | 97.75% | 97.75% |
08.07.2024 | 0.70% | 100.12 % | 100.82 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'276 CHF | 151'326 CHF | 99.78% | 99.78% |
05.07.2024 | 0.70% | 100.23 % | 100.93 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'400 CHF | 151'450 CHF | 100.00% | 100.00% |
04.07.2024 | 0.70% | 100.20 % | 100.90 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'354 CHF | 151'404 CHF | 98.26% | 98.26% |
03.07.2024 | 0.70% | 100.24 % | 100.94 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'393 CHF | 151'443 CHF | 100.00% | 100.00% |
02.07.2024 | 0.70% | 100.22 % | 100.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'323 CHF | 151'373 CHF | 100.00% | 100.00% |