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 | 0.68% | 102.55 % | 103.25 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'843 CHF | 154'893 CHF | 100.00% | 100.00% |
12.07.2024 | 0.68% | 102.59 % | 103.29 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'798 CHF | 154'848 CHF | 78.50% | 78.50% |
11.07.2024 | 0.68% | 102.46 % | 103.16 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'644 CHF | 154'694 CHF | 100.00% | 100.00% |
10.07.2024 | 0.68% | 102.36 % | 103.06 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'632 CHF | 154'682 CHF | 94.74% | 94.74% |
09.07.2024 | 0.68% | 102.45 % | 103.15 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'668 CHF | 154'718 CHF | 97.76% | 97.76% |
08.07.2024 | 0.68% | 102.37 % | 103.07 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'574 CHF | 154'624 CHF | 99.78% | 99.78% |
05.07.2024 | 0.68% | 102.41 % | 103.11 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'576 CHF | 154'626 CHF | 100.00% | 100.00% |
04.07.2024 | 0.68% | 102.35 % | 103.05 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'472 CHF | 154'522 CHF | 98.26% | 98.26% |
03.07.2024 | 0.68% | 102.16 % | 102.86 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'191 CHF | 154'241 CHF | 100.00% | 100.00% |
02.07.2024 | 0.68% | 102.12 % | 102.82 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'990 CHF | 154'040 CHF | 100.00% | 100.00% |