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% | 92.08 % | 92.78 % | 150'000 | 150'000 | 150'000 | 150'000 | 136'645 CHF | 137'695 CHF | 99.11% | 99.11% |
12.07.2024 | 0.76% | 92.86 % | 93.56 % | 150'000 | 150'000 | 150'000 | 149'929 | 137'708 CHF | 138'692 CHF | 58.98% | 58.98% |
11.07.2024 | 0.76% | 91.87 % | 92.57 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'870 CHF | 138'920 CHF | 94.11% | 94.11% |
10.07.2024 | 0.75% | 93.10 % | 93.80 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'204 CHF | 141'254 CHF | 94.73% | 94.73% |
09.07.2024 | 0.75% | 93.22 % | 93.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'407 CHF | 141'457 CHF | 97.75% | 97.75% |
08.07.2024 | 0.74% | 93.87 % | 94.57 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'335 CHF | 142'385 CHF | 99.76% | 99.76% |
05.07.2024 | 0.75% | 93.66 % | 94.36 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'354 CHF | 141'404 CHF | 100.00% | 100.00% |
04.07.2024 | 0.75% | 93.13 % | 93.83 % | 150'000 | 150'000 | 150'000 | 150'000 | 138'916 CHF | 139'966 CHF | 98.26% | 98.26% |
03.07.2024 | 0.76% | 92.98 % | 93.68 % | 150'000 | 150'000 | 150'000 | 150'000 | 138'190 CHF | 139'240 CHF | 99.42% | 99.42% |
02.07.2024 | 0.77% | 90.15 % | 90.85 % | 150'000 | 150'000 | 150'000 | 150'000 | 135'090 CHF | 136'140 CHF | 100.00% | 100.00% |