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 | 0.68% | 102.20 % | 102.90 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'373 CHF | 154'423 CHF | 100.00% | 100.00% |
12.07.2024 | 0.68% | 102.16 % | 102.86 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'215 CHF | 154'265 CHF | 78.49% | 78.49% |
11.07.2024 | 0.68% | 102.37 % | 103.07 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'496 CHF | 154'546 CHF | 100.00% | 100.00% |
10.07.2024 | 0.68% | 102.26 % | 102.96 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'298 CHF | 154'348 CHF | 94.74% | 94.74% |
09.07.2024 | 0.68% | 101.99 % | 102.69 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'266 CHF | 154'316 CHF | 97.77% | 97.77% |
08.07.2024 | 0.68% | 102.10 % | 102.80 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'312 CHF | 154'362 CHF | 99.78% | 99.78% |
05.07.2024 | 0.68% | 102.41 % | 103.11 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'697 CHF | 154'747 CHF | 100.00% | 100.00% |
04.07.2024 | 0.68% | 102.49 % | 103.19 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'706 CHF | 154'756 CHF | 98.26% | 98.26% |
03.07.2024 | 0.68% | 102.41 % | 103.11 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'502 CHF | 154'552 CHF | 100.00% | 100.00% |
02.07.2024 | 0.68% | 102.17 % | 102.87 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'025 CHF | 154'075 CHF | 100.00% | 100.00% |