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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.71% | 98.22 % | 98.92 % | 150'000 | 150'000 | 150'000 | 149'976 | 147'168 CHF | 148'194 CHF | 91.93% | 91.93% |
24.07.2024 | 0.71% | 98.42 % | 99.12 % | 150'000 | 150'000 | 150'000 | 149'973 | 147'976 CHF | 148'999 CHF | 92.49% | 92.49% |
23.07.2024 | 0.71% | 98.92 % | 99.62 % | 150'000 | 150'000 | 150'000 | 149'926 | 148'357 CHF | 149'334 CHF | 100.00% | 100.00% |
22.07.2024 | 0.71% | 99.01 % | 99.71 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'214 CHF | 149'264 CHF | 100.00% | 100.00% |
19.07.2024 | 0.71% | 98.81 % | 99.51 % | 150'000 | 150'000 | 150'000 | 149'970 | 148'149 CHF | 149'170 CHF | 99.74% | 99.74% |
18.07.2024 | 0.70% | 98.96 % | 99.66 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'543 CHF | 149'593 CHF | 99.75% | 99.75% |
17.07.2024 | 0.70% | 98.95 % | 99.65 % | 150'000 | 150'000 | 150'000 | 149'978 | 148'564 CHF | 149'592 CHF | 99.78% | 99.78% |
16.07.2024 | 0.70% | 99.30 % | 100.00 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'002 CHF | 150'052 CHF | 89.72% | 89.72% |
15.07.2024 | 0.70% | 99.50 % | 100.20 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'181 CHF | 150'231 CHF | 100.00% | 100.00% |
12.07.2024 | 0.70% | 99.20 % | 99.90 % | 150'000 | 150'000 | 150'000 | 149'981 | 148'776 CHF | 149'807 CHF | 78.49% | 78.49% |