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% | 100.49 % | 101.19 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'757 CHF | 151'807 CHF | 100.00% | 100.00% |
12.07.2024 | 0.69% | 100.65 % | 101.35 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'908 CHF | 151'958 CHF | 78.50% | 78.50% |
11.07.2024 | 0.69% | 100.57 % | 101.27 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'753 CHF | 151'803 CHF | 100.00% | 100.00% |
10.07.2024 | 0.70% | 100.32 % | 101.02 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'406 CHF | 151'456 CHF | 94.72% | 94.72% |
09.07.2024 | 0.70% | 100.26 % | 100.96 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'545 CHF | 151'595 CHF | 97.75% | 97.75% |
08.07.2024 | 0.70% | 100.13 % | 100.83 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'255 CHF | 151'305 CHF | 99.78% | 99.78% |
05.07.2024 | 0.70% | 100.15 % | 100.85 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'257 CHF | 151'307 CHF | 100.00% | 100.00% |
04.07.2024 | 0.70% | 100.17 % | 100.87 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'241 CHF | 151'291 CHF | 98.27% | 98.27% |
03.07.2024 | 0.70% | 100.12 % | 100.82 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'167 CHF | 151'217 CHF | 100.00% | 100.00% |
02.07.2024 | 0.70% | 99.90 % | 100.60 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'744 CHF | 150'794 CHF | 100.00% | 100.00% |