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% | 100.25 % | 101.00 % | 149'000 | 148'000 | 149'000 | 148'000 | 149'490 CHF | 149'597 CHF | 100.00% | 100.00% |
12.07.2024 | 0.75% | 100.28 % | 101.03 % | 149'000 | 148'000 | 149'000 | 148'000 | 149'415 CHF | 149'522 CHF | 100.00% | 100.00% |
11.07.2024 | 0.75% | 100.12 % | 100.87 % | 149'000 | 148'000 | 149'002 | 148'000 | 149'143 CHF | 149'250 CHF | 100.00% | 100.00% |
10.07.2024 | 0.75% | 100.01 % | 100.76 % | 149'000 | 148'000 | 149'999 | 148'634 | 149'878 CHF | 149'629 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 99.72 % | 100.47 % | 150'000 | 149'000 | 150'000 | 148'975 | 149'736 CHF | 149'830 CHF | 100.00% | 100.00% |
08.07.2024 | 0.75% | 99.71 % | 100.46 % | 150'000 | 149'000 | 150'000 | 149'000 | 149'561 CHF | 149'682 CHF | 100.00% | 100.00% |
05.07.2024 | 0.75% | 99.65 % | 100.40 % | 150'000 | 149'000 | 150'000 | 149'000 | 149'594 CHF | 149'714 CHF | 100.00% | 100.00% |
04.07.2024 | 0.75% | 99.64 % | 100.39 % | 150'000 | 149'000 | 150'000 | 149'000 | 149'400 CHF | 149'521 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 99.53 % | 100.28 % | 150'000 | 149'000 | 150'000 | 149'000 | 149'295 CHF | 149'417 CHF | 100.00% | 100.00% |
02.07.2024 | 0.75% | 99.54 % | 100.29 % | 150'000 | 149'000 | 150'000 | 149'000 | 149'260 CHF | 149'382 CHF | 100.00% | 100.00% |