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 | 0.75% | 99.44 % | 100.19 % | 150'000 | 149'000 | 150'054 | 149'000 | 149'399 CHF | 149'467 CHF | 99.96% | 99.96% |
12.07.2024 | 0.75% | 99.44 % | 100.19 % | 150'000 | 149'000 | 150'803 | 149'785 | 149'558 CHF | 149'671 CHF | 100.00% | 100.00% |
11.07.2024 | 0.75% | 99.15 % | 99.90 % | 151'000 | 150'000 | 150'172 | 149'125 | 149'360 CHF | 149'437 CHF | 100.00% | 100.00% |
10.07.2024 | 0.75% | 99.34 % | 100.09 % | 150'000 | 149'000 | 150'437 | 149'185 | 149'400 CHF | 149'276 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 99.25 % | 100.00 % | 151'000 | 150'000 | 150'183 | 149'117 | 149'449 CHF | 149'507 CHF | 100.00% | 100.00% |
08.07.2024 | 0.75% | 99.26 % | 100.01 % | 151'000 | 149'000 | 150'986 | 149'879 | 149'712 CHF | 149'738 CHF | 100.00% | 100.00% |
05.07.2024 | 0.76% | 98.80 % | 99.55 % | 151'000 | 150'000 | 151'971 | 150'894 | 149'771 CHF | 149'841 CHF | 99.99% | 99.99% |
04.07.2024 | 0.76% | 98.45 % | 99.20 % | 152'000 | 151'000 | 152'000 | 151'000 | 149'635 CHF | 149'783 CHF | 100.00% | 100.00% |
03.07.2024 | 0.76% | 98.26 % | 98.99 % | 152'000 | 151'000 | 152'000 | 151'000 | 149'535 CHF | 149'677 CHF | 100.00% | 100.00% |
02.07.2024 | 0.74% | 98.03 % | 98.76 % | 153'000 | 151'000 | 152'969 | 151'892 | 149'434 CHF | 149'490 CHF | 100.00% | 100.00% |