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% | 101.58 % | 102.28 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'443 CHF | 153'493 CHF | 100.00% | 100.00% |
12.07.2024 | 0.69% | 101.50 % | 102.20 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'234 CHF | 153'284 CHF | 78.50% | 78.50% |
11.07.2024 | 0.69% | 101.70 % | 102.40 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'482 CHF | 153'532 CHF | 100.00% | 100.00% |
10.07.2024 | 0.69% | 101.57 % | 102.27 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'264 CHF | 153'314 CHF | 94.74% | 94.74% |
09.07.2024 | 0.69% | 101.32 % | 102.02 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'229 CHF | 153'279 CHF | 97.75% | 97.75% |
08.07.2024 | 0.69% | 101.40 % | 102.10 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'251 CHF | 153'301 CHF | 99.79% | 99.79% |
05.07.2024 | 0.69% | 101.65 % | 102.35 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'558 CHF | 153'608 CHF | 100.00% | 100.00% |
04.07.2024 | 0.69% | 101.72 % | 102.42 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'551 CHF | 153'601 CHF | 98.27% | 98.27% |
03.07.2024 | 0.69% | 101.63 % | 102.33 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'337 CHF | 153'387 CHF | 100.00% | 100.00% |
02.07.2024 | 0.69% | 101.39 % | 102.09 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'868 CHF | 152'918 CHF | 100.00% | 100.00% |