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% | 102.96 % | 103.73 % | 145'000 | 144'000 | 144'318 | 143'152 | 149'397 CHF | 149'306 CHF | 99.99% | 99.99% |
12.07.2024 | 0.75% | 103.31 % | 104.09 % | 145'000 | 144'000 | 145'000 | 144'000 | 149'476 CHF | 149'568 CHF | 100.00% | 100.00% |
11.07.2024 | 0.75% | 103.13 % | 103.91 % | 145'000 | 144'000 | 145'000 | 144'000 | 149'332 CHF | 149'414 CHF | 100.00% | 100.00% |
10.07.2024 | 0.75% | 102.81 % | 103.58 % | 145'000 | 144'000 | 145'000 | 143'939 | 149'782 CHF | 149'808 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 103.56 % | 104.34 % | 144'000 | 143'000 | 144'425 | 143'111 | 149'412 CHF | 149'169 CHF | 100.00% | 100.00% |
08.07.2024 | 0.75% | 103.34 % | 104.12 % | 145'000 | 144'000 | 145'000 | 143'773 | 149'873 CHF | 149'726 CHF | 100.00% | 100.00% |
05.07.2024 | 0.75% | 103.45 % | 104.23 % | 144'000 | 143'000 | 144'331 | 143'150 | 149'353 CHF | 149'248 CHF | 100.00% | 100.00% |
04.07.2024 | 0.75% | 103.57 % | 104.35 % | 144'000 | 143'000 | 144'108 | 143'000 | 149'136 CHF | 149'105 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 103.44 % | 104.22 % | 145'000 | 143'000 | 144'950 | 143'761 | 149'846 CHF | 149'738 CHF | 100.00% | 100.00% |
02.07.2024 | 0.75% | 103.27 % | 104.05 % | 145'000 | 144'000 | 144'689 | 143'400 | 149'627 CHF | 149'412 CHF | 100.00% | 100.00% |