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 | 0.69% | 101.68 % | 102.38 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'637 CHF | 153'687 CHF | 100.00% | 100.00% |
12.07.2024 | 0.69% | 101.72 % | 102.42 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'542 CHF | 153'592 CHF | 78.49% | 78.49% |
11.07.2024 | 0.69% | 101.61 % | 102.31 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'440 CHF | 153'490 CHF | 100.00% | 100.00% |
10.07.2024 | 0.69% | 101.46 % | 102.16 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'162 CHF | 153'212 CHF | 94.74% | 94.74% |
09.07.2024 | 0.69% | 101.46 % | 102.16 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'975 CHF | 153'025 CHF | 97.76% | 97.76% |
08.07.2024 | 0.69% | 101.30 % | 102.00 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'978 CHF | 153'028 CHF | 99.78% | 99.78% |
05.07.2024 | 0.69% | 101.22 % | 101.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'873 CHF | 152'923 CHF | 100.00% | 100.00% |
04.07.2024 | 0.69% | 101.27 % | 101.97 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'928 CHF | 152'978 CHF | 98.26% | 98.26% |
03.07.2024 | 0.69% | 101.25 % | 101.95 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'809 CHF | 152'859 CHF | 100.00% | 100.00% |
02.07.2024 | 0.69% | 101.04 % | 101.74 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'444 CHF | 152'494 CHF | 100.00% | 100.00% |