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 | 0.73% | 95.58 % | 96.28 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'162 CHF | 145'212 CHF | 100.00% | 100.00% |
12.07.2024 | 0.73% | 96.13 % | 96.83 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'750 CHF | 144'800 CHF | 78.50% | 78.50% |
11.07.2024 | 0.72% | 95.83 % | 96.53 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'492 CHF | 145'542 CHF | 100.00% | 100.00% |
10.07.2024 | 0.72% | 97.69 % | 98.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'297 CHF | 147'347 CHF | 94.74% | 94.74% |
09.07.2024 | 0.71% | 97.47 % | 98.17 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'485 CHF | 147'535 CHF | 97.76% | 97.76% |
08.07.2024 | 0.72% | 97.21 % | 97.91 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'044 CHF | 147'094 CHF | 99.77% | 99.77% |
05.07.2024 | 0.72% | 97.26 % | 97.96 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'861 CHF | 146'911 CHF | 100.00% | 100.00% |
04.07.2024 | 0.72% | 96.73 % | 97.43 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'380 CHF | 146'430 CHF | 98.26% | 98.26% |
03.07.2024 | 0.72% | 97.08 % | 97.78 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'535 CHF | 146'585 CHF | 100.00% | 100.00% |
02.07.2024 | 0.72% | 96.96 % | 97.66 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'979 CHF | 146'029 CHF | 100.00% | 100.00% |