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% | 99.57 % | 100.27 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'318 CHF | 150'368 CHF | 100.00% | 100.00% |
12.07.2024 | 0.70% | 99.58 % | 100.28 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'022 CHF | 150'072 CHF | 78.50% | 78.50% |
11.07.2024 | 0.70% | 99.16 % | 99.86 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'676 CHF | 149'726 CHF | 100.00% | 100.00% |
10.07.2024 | 0.71% | 98.97 % | 99.67 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'080 CHF | 149'130 CHF | 94.72% | 94.72% |
09.07.2024 | 0.71% | 98.34 % | 99.04 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'795 CHF | 148'845 CHF | 97.75% | 97.75% |
08.07.2024 | 0.71% | 98.43 % | 99.13 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'586 CHF | 148'636 CHF | 99.77% | 99.77% |
05.07.2024 | 0.71% | 98.27 % | 98.97 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'665 CHF | 148'715 CHF | 100.00% | 100.00% |
04.07.2024 | 0.71% | 98.37 % | 99.07 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'397 CHF | 148'447 CHF | 98.25% | 98.25% |
03.07.2024 | 0.71% | 98.37 % | 99.07 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'570 CHF | 148'620 CHF | 100.00% | 100.00% |
02.07.2024 | 0.71% | 98.32 % | 99.02 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'355 CHF | 148'405 CHF | 100.00% | 100.00% |