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% | 99.17 % | 99.87 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'952 CHF | 150'002 CHF | 100.00% | 100.00% |
12.07.2024 | 0.70% | 99.19 % | 99.89 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'614 CHF | 149'664 CHF | 78.49% | 78.49% |
11.07.2024 | 0.70% | 99.10 % | 99.80 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'515 CHF | 149'565 CHF | 100.00% | 100.00% |
10.07.2024 | 0.71% | 98.67 % | 99.37 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'729 CHF | 148'779 CHF | 94.74% | 94.74% |
09.07.2024 | 0.71% | 98.49 % | 99.19 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'851 CHF | 148'901 CHF | 97.77% | 97.77% |
08.07.2024 | 0.71% | 98.58 % | 99.28 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'986 CHF | 149'036 CHF | 99.77% | 99.77% |
05.07.2024 | 0.71% | 98.54 % | 99.24 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'114 CHF | 149'164 CHF | 100.00% | 100.00% |
04.07.2024 | 0.71% | 98.69 % | 99.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'937 CHF | 148'987 CHF | 98.26% | 98.26% |
03.07.2024 | 0.71% | 98.51 % | 99.21 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'730 CHF | 148'780 CHF | 100.00% | 100.00% |
02.07.2024 | 0.71% | 98.17 % | 98.87 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'953 CHF | 148'003 CHF | 100.00% | 100.00% |