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 | 0.74% | 100.71 % | 101.46 % | 148'000 | 147'000 | 148'782 | 147'213 | 149'739 CHF | 149'264 CHF | 99.98% | 99.98% |
12.07.2024 | 0.74% | 100.79 % | 101.54 % | 148'000 | 147'000 | 148'109 | 147'056 | 149'229 CHF | 149'271 CHF | 99.98% | 99.98% |
11.07.2024 | 0.75% | 100.68 % | 101.43 % | 148'000 | 147'000 | 148'973 | 147'814 | 149'291 CHF | 149'238 CHF | 99.99% | 99.99% |
10.07.2024 | 0.75% | 99.84 % | 100.59 % | 150'000 | 149'000 | 149'907 | 148'443 | 149'801 CHF | 149'452 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 99.55 % | 100.30 % | 150'000 | 149'000 | 150'000 | 149'000 | 149'318 CHF | 149'440 CHF | 100.00% | 100.00% |
08.07.2024 | 0.75% | 99.76 % | 100.51 % | 150'000 | 149'000 | 149'764 | 148'350 | 149'707 CHF | 149'406 CHF | 100.00% | 100.00% |
05.07.2024 | 0.75% | 100.01 % | 100.76 % | 149'000 | 148'000 | 149'495 | 148'109 | 149'468 CHF | 149'193 CHF | 100.00% | 100.00% |
04.07.2024 | 0.75% | 99.83 % | 100.58 % | 150'000 | 149'000 | 150'000 | 149'000 | 149'633 CHF | 149'753 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 99.75 % | 100.50 % | 150'000 | 149'000 | 150'774 | 149'637 | 149'721 CHF | 149'713 CHF | 99.99% | 99.99% |
02.07.2024 | 0.75% | 99.09 % | 99.84 % | 151'000 | 150'000 | 152'522 | 151'462 | 149'319 CHF | 149'392 CHF | 100.00% | 100.00% |