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% | 101.67 % | 102.44 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'073 CHF | 154'228 CHF | 100.00% | 100.00% |
12.07.2024 | 0.75% | 101.95 % | 102.72 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'881 CHF | 154'036 CHF | 100.00% | 100.00% |
11.07.2024 | 0.75% | 101.76 % | 102.53 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'471 CHF | 153'626 CHF | 100.00% | 100.00% |
10.07.2024 | 0.76% | 101.55 % | 102.32 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'014 CHF | 153'169 CHF | 100.00% | 100.00% |
09.07.2024 | 0.76% | 101.17 % | 101.94 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'058 CHF | 153'213 CHF | 100.00% | 100.00% |
08.07.2024 | 0.76% | 101.22 % | 101.99 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'902 CHF | 153'057 CHF | 100.00% | 100.00% |
05.07.2024 | 0.76% | 100.99 % | 101.76 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'871 CHF | 153'026 CHF | 99.99% | 99.99% |
04.07.2024 | 0.75% | 101.28 % | 102.05 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'746 CHF | 152'893 CHF | 100.00% | 100.00% |
03.07.2024 | 0.76% | 101.05 % | 101.82 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'638 CHF | 152'793 CHF | 100.00% | 100.00% |
02.07.2024 | 0.75% | 101.10 % | 101.87 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'424 CHF | 152'568 CHF | 100.00% | 100.00% |