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 | 0.71% | 98.05 % | 98.75 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'015 CHF | 148'065 CHF | 89.51% | 89.51% |
12.07.2024 | 0.70% | 100.05 % | 100.75 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'770 CHF | 150'820 CHF | 78.50% | 78.50% |
11.07.2024 | 0.70% | 99.69 % | 100.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'453 CHF | 150'503 CHF | 100.00% | 100.00% |
10.07.2024 | 0.70% | 99.36 % | 100.06 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'943 CHF | 149'993 CHF | 94.73% | 94.73% |
09.07.2024 | 0.70% | 99.30 % | 100.00 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'071 CHF | 150'121 CHF | 97.77% | 97.77% |
08.07.2024 | 0.70% | 99.36 % | 100.06 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'263 CHF | 150'313 CHF | 99.78% | 99.78% |
05.07.2024 | 0.70% | 99.37 % | 100.07 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'392 CHF | 150'442 CHF | 100.00% | 100.00% |
04.07.2024 | 0.70% | 99.52 % | 100.22 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'199 CHF | 150'249 CHF | 98.27% | 98.27% |
03.07.2024 | 0.70% | 99.32 % | 100.02 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'876 CHF | 149'926 CHF | 100.00% | 100.00% |
02.07.2024 | 0.71% | 99.17 % | 99.87 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'234 CHF | 149'284 CHF | 100.00% | 100.00% |