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% | 101.36 % | 102.06 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'055 CHF | 153'105 CHF | 100.00% | 100.00% |
12.07.2024 | 0.69% | 101.59 % | 102.29 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'288 CHF | 153'338 CHF | 78.50% | 78.50% |
11.07.2024 | 0.69% | 101.51 % | 102.21 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'308 CHF | 153'358 CHF | 100.00% | 100.00% |
10.07.2024 | 0.69% | 101.51 % | 102.21 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'227 CHF | 153'277 CHF | 94.74% | 94.74% |
09.07.2024 | 0.69% | 101.47 % | 102.17 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'214 CHF | 153'264 CHF | 97.76% | 97.76% |
08.07.2024 | 0.69% | 101.40 % | 102.10 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'153 CHF | 153'203 CHF | 99.77% | 99.77% |
05.07.2024 | 0.69% | 101.34 % | 102.04 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'009 CHF | 153'059 CHF | 100.00% | 100.00% |
04.07.2024 | 0.69% | 101.22 % | 101.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'958 CHF | 153'008 CHF | 98.25% | 98.25% |
03.07.2024 | 0.69% | 101.39 % | 102.09 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'079 CHF | 153'129 CHF | 100.00% | 100.00% |
02.07.2024 | 0.69% | 101.18 % | 101.88 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'862 CHF | 152'912 CHF | 100.00% | 100.00% |