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% | 100.03 % | 100.73 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'991 CHF | 151'041 CHF | 100.00% | 100.00% |
12.07.2024 | 0.70% | 100.02 % | 100.72 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'931 CHF | 150'981 CHF | 78.50% | 78.50% |
11.07.2024 | 0.70% | 99.90 % | 100.60 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'755 CHF | 150'805 CHF | 100.00% | 100.00% |
10.07.2024 | 0.70% | 99.70 % | 100.40 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'735 CHF | 150'785 CHF | 94.74% | 94.74% |
09.07.2024 | 0.70% | 99.78 % | 100.48 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'751 CHF | 150'801 CHF | 97.76% | 97.76% |
08.07.2024 | 0.70% | 99.76 % | 100.46 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'833 CHF | 150'883 CHF | 99.79% | 99.79% |
05.07.2024 | 0.70% | 99.93 % | 100.63 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'672 CHF | 150'722 CHF | 100.00% | 100.00% |
04.07.2024 | 0.70% | 99.61 % | 100.31 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'562 CHF | 150'612 CHF | 98.26% | 98.26% |
03.07.2024 | 0.70% | 99.66 % | 100.36 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'220 CHF | 150'270 CHF | 100.00% | 100.00% |
02.07.2024 | 0.70% | 99.46 % | 100.16 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'860 CHF | 149'910 CHF | 100.00% | 100.00% |