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% | 101.52 % | 102.29 % | 147'000 | 146'000 | 147'000 | 146'000 | 149'402 CHF | 149'510 CHF | 99.99% | 99.99% |
12.07.2024 | 0.75% | 101.69 % | 102.46 % | 147'000 | 146'000 | 147'056 | 146'000 | 149'445 CHF | 149'496 CHF | 99.99% | 99.99% |
11.07.2024 | 0.75% | 101.47 % | 102.24 % | 147'000 | 146'000 | 147'000 | 146'000 | 149'391 CHF | 149'499 CHF | 99.96% | 99.96% |
10.07.2024 | 0.76% | 101.66 % | 102.43 % | 147'000 | 146'000 | 147'271 | 146'263 | 149'401 CHF | 149'505 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 101.46 % | 102.23 % | 147'000 | 146'000 | 147'293 | 146'168 | 149'345 CHF | 149'326 CHF | 100.00% | 100.00% |
08.07.2024 | 0.76% | 101.35 % | 102.12 % | 148'000 | 146'000 | 147'197 | 146'056 | 149'440 CHF | 149'406 CHF | 100.00% | 100.00% |
05.07.2024 | 0.76% | 101.17 % | 101.94 % | 148'000 | 147'000 | 147'296 | 146'180 | 149'486 CHF | 149'479 CHF | 99.99% | 99.99% |
04.07.2024 | 0.75% | 101.20 % | 101.97 % | 148'000 | 147'000 | 148'000 | 147'000 | 149'641 CHF | 149'754 CHF | 100.00% | 100.00% |
03.07.2024 | 0.76% | 101.10 % | 101.87 % | 148'000 | 147'000 | 147'599 | 146'482 | 149'409 CHF | 149'405 CHF | 99.99% | 99.99% |
02.07.2024 | 0.75% | 100.99 % | 101.76 % | 148'000 | 147'000 | 148'008 | 147'008 | 149'440 CHF | 149'543 CHF | 100.00% | 100.00% |