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 | 0.77% | 90.03 % | 90.73 % | 150'000 | 150'000 | 150'000 | 150'000 | 135'535 CHF | 136'585 CHF | 100.00% | 100.00% |
12.07.2024 | 0.77% | 90.87 % | 91.57 % | 150'000 | 150'000 | 150'000 | 150'000 | 136'091 CHF | 137'141 CHF | 78.50% | 78.50% |
11.07.2024 | 0.77% | 90.84 % | 91.54 % | 150'000 | 150'000 | 150'000 | 150'000 | 136'386 CHF | 137'436 CHF | 100.00% | 100.00% |
10.07.2024 | 0.77% | 91.31 % | 92.01 % | 150'000 | 150'000 | 150'000 | 150'000 | 136'458 CHF | 137'508 CHF | 94.74% | 94.74% |
09.07.2024 | 0.76% | 91.12 % | 91.82 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'545 CHF | 138'595 CHF | 97.77% | 97.77% |
08.07.2024 | 0.76% | 91.88 % | 92.58 % | 150'000 | 150'000 | 150'000 | 150'000 | 138'464 CHF | 139'514 CHF | 99.78% | 99.78% |
05.07.2024 | 0.75% | 92.69 % | 93.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 139'044 CHF | 140'094 CHF | 100.00% | 100.00% |
04.07.2024 | 0.76% | 92.33 % | 93.03 % | 150'000 | 150'000 | 150'000 | 150'000 | 138'289 CHF | 139'339 CHF | 98.27% | 98.27% |
03.07.2024 | 0.76% | 91.67 % | 92.37 % | 150'000 | 150'000 | 150'000 | 150'000 | 136'784 CHF | 137'834 CHF | 100.00% | 100.00% |
02.07.2024 | 0.78% | 90.04 % | 90.74 % | 150'000 | 150'000 | 150'000 | 150'000 | 134'372 CHF | 135'422 CHF | 100.00% | 100.00% |