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 | 0.76% | 100.85 % | 101.60 % | 148'000 | 147'000 | 147'501 | 146'501 | 149'505 CHF | 149'617 CHF | 100.00% | 100.00% |
12.07.2024 | 0.76% | 101.36 % | 102.13 % | 147'000 | 146'000 | 147'293 | 146'056 | 149'285 CHF | 149'156 CHF | 100.00% | 100.00% |
11.07.2024 | 0.76% | 101.13 % | 101.90 % | 148'000 | 147'000 | 147'359 | 146'242 | 149'416 CHF | 149'408 CHF | 99.99% | 99.99% |
10.07.2024 | 0.75% | 101.05 % | 101.82 % | 148'000 | 147'000 | 148'000 | 147'000 | 149'430 CHF | 149'540 CHF | 100.00% | 100.00% |
09.07.2024 | 0.76% | 100.93 % | 101.68 % | 148'000 | 147'000 | 148'000 | 147'000 | 149'554 CHF | 149'671 CHF | 100.00% | 100.00% |
08.07.2024 | 0.76% | 100.98 % | 101.75 % | 148'000 | 147'000 | 148'000 | 147'000 | 149'642 CHF | 149'761 CHF | 99.98% | 99.98% |
05.07.2024 | 0.76% | 100.94 % | 101.69 % | 148'000 | 147'000 | 148'000 | 147'000 | 149'639 CHF | 149'755 CHF | 100.00% | 100.00% |
04.07.2024 | 0.76% | 101.14 % | 101.91 % | 148'000 | 147'000 | 148'000 | 146'958 | 149'689 CHF | 149'766 CHF | 100.00% | 100.00% |
03.07.2024 | 0.76% | 100.98 % | 101.75 % | 148'000 | 147'000 | 148'000 | 147'000 | 149'516 CHF | 149'637 CHF | 100.00% | 100.00% |
02.07.2024 | 0.74% | 100.82 % | 101.57 % | 148'000 | 147'000 | 148'008 | 147'008 | 149'213 CHF | 149'310 CHF | 100.00% | 100.00% |