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 | 0.74% | 93.71 % | 94.41 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'371 CHF | 142'421 CHF | 100.00% | 100.00% |
12.07.2024 | 0.74% | 94.77 % | 95.47 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'025 CHF | 142'075 CHF | 78.50% | 78.50% |
11.07.2024 | 0.73% | 94.11 % | 94.81 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'750 CHF | 143'800 CHF | 100.00% | 100.00% |
10.07.2024 | 0.71% | 98.80 % | 99.50 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'648 CHF | 148'698 CHF | 94.74% | 94.74% |
09.07.2024 | 0.71% | 98.37 % | 99.07 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'571 CHF | 148'621 CHF | 97.76% | 97.76% |
08.07.2024 | 0.71% | 97.76 % | 98.46 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'041 CHF | 148'091 CHF | 99.79% | 99.79% |
05.07.2024 | 0.71% | 97.40 % | 98.10 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'376 CHF | 147'426 CHF | 100.00% | 100.00% |
04.07.2024 | 0.71% | 97.49 % | 98.19 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'438 CHF | 147'488 CHF | 98.27% | 98.27% |
03.07.2024 | 0.71% | 97.93 % | 98.63 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'474 CHF | 147'524 CHF | 100.00% | 100.00% |
02.07.2024 | 0.72% | 97.32 % | 98.02 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'056 CHF | 146'106 CHF | 100.00% | 100.00% |