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 | 0.83% | 84.21 % | 84.91 % | 150'000 | 150'000 | 149'992 | 150'000 | 126'124 CHF | 127'180 CHF | 99.69% | 99.69% |
12.07.2024 | 0.83% | 84.87 % | 85.57 % | 150'000 | 150'000 | 150'000 | 150'000 | 126'389 CHF | 127'439 CHF | 76.55% | 76.55% |
11.07.2024 | 0.81% | 85.27 % | 85.97 % | 150'000 | 150'000 | 150'000 | 150'000 | 128'663 CHF | 129'713 CHF | 90.34% | 90.34% |
10.07.2024 | 0.81% | 85.94 % | 86.64 % | 150'000 | 150'000 | 150'000 | 150'000 | 129'855 CHF | 130'905 CHF | 94.74% | 94.74% |
09.07.2024 | 0.80% | 85.83 % | 86.53 % | 150'000 | 150'000 | 150'000 | 150'000 | 130'326 CHF | 131'376 CHF | 97.75% | 97.75% |
08.07.2024 | 0.79% | 87.48 % | 88.18 % | 150'000 | 150'000 | 150'000 | 150'000 | 131'974 CHF | 133'024 CHF | 99.78% | 99.78% |
05.07.2024 | 0.81% | 86.33 % | 87.03 % | 150'000 | 150'000 | 150'000 | 150'000 | 129'830 CHF | 130'880 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 85.41 % | 86.11 % | 150'000 | 150'000 | 150'000 | 150'000 | 128'593 CHF | 129'643 CHF | 98.27% | 98.27% |
03.07.2024 | 0.81% | 86.76 % | 87.46 % | 150'000 | 150'000 | 150'000 | 150'000 | 128'559 CHF | 129'609 CHF | 100.00% | 100.00% |
02.07.2024 | 0.84% | 83.75 % | 84.45 % | 150'000 | 150'000 | 150'000 | 150'000 | 125'144 CHF | 126'194 CHF | 100.00% | 100.00% |