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% | 98.69 % | 99.44 % | 151'000 | 150'000 | 150'561 | 149'512 | 149'578 CHF | 149'658 CHF | 99.96% | 99.96% |
12.07.2024 | 0.75% | 99.84 % | 100.59 % | 150'000 | 149'000 | 150'958 | 149'951 | 149'559 CHF | 149'685 CHF | 100.00% | 100.00% |
11.07.2024 | 0.74% | 97.84 % | 98.57 % | 153'000 | 152'000 | 152'734 | 151'436 | 149'663 CHF | 149'498 CHF | 99.95% | 99.95% |
10.07.2024 | 0.74% | 100.11 % | 100.86 % | 149'000 | 148'000 | 148'741 | 147'729 | 149'199 CHF | 149'292 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 99.16 % | 99.91 % | 151'000 | 150'000 | 150'669 | 149'424 | 149'732 CHF | 149'614 CHF | 99.99% | 99.99% |
08.07.2024 | 0.75% | 100.51 % | 101.26 % | 149'000 | 148'000 | 150'097 | 149'005 | 149'353 CHF | 149'384 CHF | 99.99% | 99.99% |
05.07.2024 | 0.75% | 100.00 % | 100.75 % | 150'000 | 148'000 | 150'616 | 149'243 | 149'630 CHF | 149'385 CHF | 99.99% | 99.99% |
04.07.2024 | 0.75% | 98.86 % | 99.61 % | 151'000 | 150'000 | 150'465 | 149'341 | 149'326 CHF | 149'330 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 97.63 % | 98.36 % | 153'000 | 152'000 | 153'578 | 152'204 | 149'662 CHF | 149'436 CHF | 100.00% | 100.00% |
02.07.2024 | 0.75% | 99.20 % | 99.95 % | 151'000 | 150'000 | 150'440 | 149'357 | 149'531 CHF | 149'574 CHF | 99.99% | 99.99% |