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% | 98.93 % | 99.63 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'485 CHF | 149'535 CHF | 100.00% | 100.00% |
12.07.2024 | 0.71% | 98.89 % | 99.59 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'318 CHF | 149'368 CHF | 78.50% | 78.50% |
11.07.2024 | 0.71% | 98.86 % | 99.56 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'142 CHF | 149'192 CHF | 100.00% | 100.00% |
10.07.2024 | 0.71% | 98.63 % | 99.33 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'763 CHF | 148'813 CHF | 94.74% | 94.74% |
09.07.2024 | 0.70% | 98.87 % | 99.57 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'524 CHF | 149'574 CHF | 97.77% | 97.77% |
08.07.2024 | 0.71% | 98.86 % | 99.56 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'170 CHF | 149'220 CHF | 99.78% | 99.78% |
05.07.2024 | 0.71% | 98.66 % | 99.36 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'078 CHF | 149'128 CHF | 100.00% | 100.00% |
04.07.2024 | 0.71% | 98.70 % | 99.40 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'994 CHF | 149'044 CHF | 98.27% | 98.27% |
03.07.2024 | 0.71% | 98.60 % | 99.30 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'862 CHF | 148'912 CHF | 100.00% | 100.00% |
02.07.2024 | 0.71% | 98.33 % | 99.03 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'180 CHF | 148'230 CHF | 100.00% | 100.00% |