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 | 0.68% | 102.22 % | 102.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'176 CHF | 154'226 CHF | 100.00% | 100.00% |
12.07.2024 | 0.68% | 102.16 % | 102.86 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'140 CHF | 154'190 CHF | 78.49% | 78.49% |
11.07.2024 | 0.68% | 102.08 % | 102.78 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'992 CHF | 154'042 CHF | 100.00% | 100.00% |
10.07.2024 | 0.68% | 101.92 % | 102.62 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'797 CHF | 153'847 CHF | 94.73% | 94.73% |
09.07.2024 | 0.69% | 101.66 % | 102.36 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'553 CHF | 153'603 CHF | 97.77% | 97.77% |
08.07.2024 | 0.68% | 101.73 % | 102.43 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'901 CHF | 153'951 CHF | 99.77% | 99.77% |
05.07.2024 | 0.69% | 101.50 % | 102.20 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'003 CHF | 153'053 CHF | 100.00% | 100.00% |
04.07.2024 | 0.69% | 101.32 % | 102.02 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'045 CHF | 153'095 CHF | 98.27% | 98.27% |
03.07.2024 | 0.69% | 101.34 % | 102.04 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'616 CHF | 153'666 CHF | 100.00% | 100.00% |
02.07.2024 | 0.69% | 101.72 % | 102.42 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'583 CHF | 153'633 CHF | 100.00% | 100.00% |