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% | 100.17 % | 100.87 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'433 CHF | 151'483 CHF | 100.00% | 100.00% |
12.07.2024 | 0.70% | 100.23 % | 100.93 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'286 CHF | 151'336 CHF | 78.50% | 78.50% |
11.07.2024 | 0.70% | 100.19 % | 100.89 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'371 CHF | 151'421 CHF | 100.00% | 100.00% |
10.07.2024 | 0.70% | 99.99 % | 100.69 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'999 CHF | 151'049 CHF | 94.74% | 94.74% |
09.07.2024 | 0.70% | 100.08 % | 100.78 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'821 CHF | 150'871 CHF | 97.76% | 97.76% |
08.07.2024 | 0.70% | 99.85 % | 100.55 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'913 CHF | 150'963 CHF | 99.78% | 99.78% |
05.07.2024 | 0.70% | 99.95 % | 100.65 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'013 CHF | 151'063 CHF | 100.00% | 100.00% |
04.07.2024 | 0.70% | 99.95 % | 100.65 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'054 CHF | 151'104 CHF | 98.26% | 98.26% |
03.07.2024 | 0.70% | 100.15 % | 100.85 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'167 CHF | 151'217 CHF | 100.00% | 100.00% |
02.07.2024 | 0.70% | 99.90 % | 100.60 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'762 CHF | 150'812 CHF | 100.00% | 100.00% |