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 | 0.71% | 98.47 % | 99.17 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'683 CHF | 148'733 CHF | 100.00% | 100.00% |
12.07.2024 | 0.71% | 98.66 % | 99.36 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'629 CHF | 148'679 CHF | 78.49% | 78.49% |
11.07.2024 | 0.71% | 98.35 % | 99.05 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'881 CHF | 147'931 CHF | 100.00% | 100.00% |
10.07.2024 | 0.72% | 97.66 % | 98.36 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'217 CHF | 147'267 CHF | 94.74% | 94.74% |
09.07.2024 | 0.72% | 96.91 % | 97.61 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'841 CHF | 146'891 CHF | 97.77% | 97.77% |
08.07.2024 | 0.71% | 97.79 % | 98.49 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'957 CHF | 148'007 CHF | 99.77% | 99.77% |
05.07.2024 | 0.71% | 98.13 % | 98.83 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'471 CHF | 148'521 CHF | 100.00% | 100.00% |
04.07.2024 | 0.71% | 98.25 % | 98.95 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'362 CHF | 148'412 CHF | 98.25% | 98.25% |
03.07.2024 | 0.71% | 98.25 % | 98.95 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'163 CHF | 148'213 CHF | 100.00% | 100.00% |
02.07.2024 | 0.72% | 97.55 % | 98.25 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'123 CHF | 147'173 CHF | 100.00% | 100.00% |