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 | 0.70% | 98.88 % | 99.58 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'573 CHF | 149'623 CHF | 100.00% | 100.00% |
12.07.2024 | 0.70% | 99.12 % | 99.82 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'523 CHF | 149'573 CHF | 78.49% | 78.49% |
11.07.2024 | 0.71% | 98.85 % | 99.55 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'233 CHF | 149'283 CHF | 100.00% | 100.00% |
10.07.2024 | 0.71% | 98.54 % | 99.24 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'574 CHF | 148'624 CHF | 94.73% | 94.73% |
09.07.2024 | 0.71% | 98.31 % | 99.01 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'664 CHF | 148'714 CHF | 97.76% | 97.76% |
08.07.2024 | 0.71% | 98.35 % | 99.05 % | 150'000 | 150'000 | 150'000 | 149'983 | 147'551 CHF | 148'584 CHF | 99.78% | 99.78% |
05.07.2024 | 0.71% | 98.20 % | 98.90 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'395 CHF | 148'445 CHF | 100.00% | 100.00% |
04.07.2024 | 0.71% | 98.37 % | 99.07 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'429 CHF | 148'479 CHF | 98.25% | 98.25% |
03.07.2024 | 0.71% | 98.09 % | 98.79 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'044 CHF | 148'094 CHF | 100.00% | 100.00% |
02.07.2024 | 0.72% | 97.71 % | 98.41 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'109 CHF | 147'159 CHF | 100.00% | 100.00% |