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 | 0.76% | 91.81 % | 92.51 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'037 CHF | 138'087 CHF | 99.98% | 99.98% |
12.07.2024 | - | 91.00 % | - % | 150'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 78.49% |
11.07.2024 | 0.76% | 90.59 % | 91.29 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'301 CHF | 138'351 CHF | 99.85% | 99.85% |
10.07.2024 | 0.75% | 92.92 % | 93.62 % | 150'000 | 150'000 | 150'000 | 150'000 | 139'258 CHF | 140'308 CHF | 94.74% | 94.74% |
09.07.2024 | 0.76% | 90.72 % | 91.42 % | 150'000 | 150'000 | 150'000 | 150'000 | 136'914 CHF | 137'964 CHF | 76.90% | 76.90% |
08.07.2024 | 0.76% | 91.36 % | 92.06 % | 150'000 | 150'000 | 150'000 | 150'000 | 138'066 CHF | 139'116 CHF | 99.77% | 99.77% |
05.07.2024 | 0.76% | 91.59 % | 92.29 % | 150'000 | 150'000 | 150'000 | 150'000 | 138'066 CHF | 139'116 CHF | 99.78% | 99.78% |
04.07.2024 | 0.76% | 92.04 % | 92.74 % | 150'000 | 150'000 | 150'000 | 150'000 | 138'241 CHF | 139'291 CHF | 94.89% | 94.89% |
03.07.2024 | 0.76% | 91.95 % | 92.65 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'226 CHF | 138'276 CHF | 100.00% | 100.00% |
02.07.2024 | 0.77% | 90.74 % | 91.44 % | 150'000 | 150'000 | 150'000 | 150'000 | 136'551 CHF | 137'601 CHF | 100.00% | 100.00% |