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% | 100.88 % | 101.58 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'312 CHF | 152'362 CHF | 100.00% | 100.00% |
12.07.2024 | 0.69% | 100.95 % | 101.65 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'329 CHF | 152'379 CHF | 78.50% | 78.50% |
11.07.2024 | 0.69% | 100.78 % | 101.48 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'055 CHF | 152'105 CHF | 100.00% | 100.00% |
10.07.2024 | 0.69% | 100.55 % | 101.25 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'825 CHF | 151'875 CHF | 94.74% | 94.74% |
09.07.2024 | 0.69% | 100.44 % | 101.14 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'784 CHF | 151'834 CHF | 97.76% | 97.76% |
08.07.2024 | 0.69% | 100.41 % | 101.11 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'834 CHF | 151'884 CHF | 99.79% | 99.79% |
05.07.2024 | 0.70% | 100.40 % | 101.10 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'549 CHF | 151'599 CHF | 100.00% | 100.00% |
04.07.2024 | 0.70% | 100.08 % | 100.78 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'172 CHF | 151'222 CHF | 98.27% | 98.27% |
03.07.2024 | 0.70% | 100.07 % | 100.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'062 CHF | 151'112 CHF | 100.00% | 100.00% |
02.07.2024 | 0.70% | 99.73 % | 100.43 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'410 CHF | 150'460 CHF | 100.00% | 100.00% |