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% | 100.10 % | 100.80 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'328 CHF | 151'378 CHF | 100.00% | 100.00% |
12.07.2024 | 0.69% | 100.32 % | 101.02 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'693 CHF | 151'743 CHF | 78.49% | 78.49% |
11.07.2024 | 0.69% | 100.84 % | 101.54 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'138 CHF | 152'188 CHF | 100.00% | 100.00% |
10.07.2024 | 0.69% | 100.55 % | 101.25 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'643 CHF | 151'693 CHF | 94.74% | 94.74% |
09.07.2024 | 0.69% | 100.17 % | 100.87 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'694 CHF | 151'744 CHF | 97.76% | 97.76% |
08.07.2024 | 0.70% | 100.14 % | 100.84 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'507 CHF | 151'557 CHF | 99.77% | 99.77% |
05.07.2024 | 0.69% | 100.77 % | 101.47 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'206 CHF | 152'256 CHF | 100.00% | 100.00% |
04.07.2024 | 0.69% | 101.02 % | 101.72 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'332 CHF | 152'382 CHF | 98.26% | 98.26% |
03.07.2024 | 0.69% | 100.79 % | 101.49 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'070 CHF | 152'120 CHF | 100.00% | 100.00% |
02.07.2024 | 0.70% | 100.33 % | 101.03 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'135 CHF | 151'185 CHF | 100.00% | 100.00% |