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% | 101.25 % | 101.95 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'875 CHF | 152'925 CHF | 100.00% | 100.00% |
12.07.2024 | 0.69% | 101.25 % | 101.95 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'875 CHF | 152'925 CHF | 78.49% | 78.49% |
11.07.2024 | 0.69% | 101.24 % | 101.94 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'860 CHF | 152'910 CHF | 100.00% | 100.00% |
10.07.2024 | 0.69% | 101.23 % | 101.93 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'845 CHF | 152'895 CHF | 94.73% | 94.73% |
09.07.2024 | 0.69% | 101.23 % | 101.93 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'845 CHF | 152'895 CHF | 97.77% | 97.77% |
08.07.2024 | 0.69% | 101.22 % | 101.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'830 CHF | 152'880 CHF | 99.77% | 99.77% |
05.07.2024 | 0.69% | 101.22 % | 101.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'830 CHF | 152'880 CHF | 100.00% | 100.00% |
04.07.2024 | 0.69% | 101.21 % | 101.91 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'815 CHF | 152'865 CHF | 98.27% | 98.27% |
03.07.2024 | 0.69% | 101.20 % | 101.90 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'792 CHF | 152'842 CHF | 100.00% | 100.00% |
02.07.2024 | 0.69% | 101.18 % | 101.88 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'744 CHF | 152'794 CHF | 100.00% | 100.00% |