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% | 99.79 % | 100.54 % | 150'000 | 149'000 | 149'298 | 148'152 | 149'485 CHF | 149'449 CHF | 100.00% | 100.00% |
12.07.2024 | 0.75% | 99.89 % | 100.64 % | 150'000 | 149'000 | 149'934 | 148'362 | 149'838 CHF | 149'379 CHF | 100.00% | 100.00% |
11.07.2024 | 0.75% | 99.80 % | 100.55 % | 150'000 | 149'000 | 150'000 | 149'000 | 149'643 CHF | 149'763 CHF | 100.00% | 100.00% |
10.07.2024 | 0.75% | 99.77 % | 100.52 % | 150'000 | 149'000 | 150'000 | 149'000 | 149'423 CHF | 149'544 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 99.41 % | 100.16 % | 150'000 | 149'000 | 150'000 | 149'000 | 149'299 CHF | 149'421 CHF | 100.00% | 100.00% |
08.07.2024 | 0.75% | 99.33 % | 100.08 % | 151'000 | 149'000 | 150'104 | 149'000 | 149'362 CHF | 149'382 CHF | 100.00% | 100.00% |
05.07.2024 | 0.75% | 99.18 % | 99.93 % | 151'000 | 150'000 | 150'097 | 149'076 | 149'336 CHF | 149'438 CHF | 99.99% | 99.99% |
04.07.2024 | 0.75% | 99.50 % | 100.25 % | 150'000 | 149'000 | 150'279 | 149'260 | 149'362 CHF | 149'469 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 99.36 % | 100.11 % | 150'000 | 149'000 | 150'835 | 149'237 | 149'746 CHF | 149'278 CHF | 100.00% | 100.00% |
02.07.2024 | 0.75% | 99.52 % | 100.27 % | 150'000 | 149'000 | 150'688 | 149'200 | 149'602 CHF | 149'244 CHF | 100.00% | 100.00% |