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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.69% | 100.43 % | 101.13 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'631 CHF | 151'681 CHF | 99.82% | 99.82% |
24.07.2024 | 0.69% | 100.50 % | 101.20 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'824 CHF | 151'874 CHF | 92.49% | 92.49% |
23.07.2024 | 0.70% | 100.39 % | 101.09 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'194 CHF | 151'244 CHF | 100.00% | 100.00% |
22.07.2024 | 0.70% | 99.95 % | 100.65 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'797 CHF | 150'847 CHF | 100.00% | 100.00% |
19.07.2024 | 0.70% | 99.45 % | 100.15 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'159 CHF | 150'209 CHF | 99.75% | 99.75% |
18.07.2024 | 0.70% | 99.57 % | 100.27 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'354 CHF | 150'404 CHF | 99.76% | 99.76% |
17.07.2024 | 0.70% | 99.47 % | 100.17 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'294 CHF | 150'344 CHF | 99.79% | 99.79% |
16.07.2024 | 0.70% | 99.77 % | 100.47 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'623 CHF | 150'673 CHF | 89.70% | 89.70% |
15.07.2024 | 0.70% | 99.53 % | 100.23 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'449 CHF | 150'499 CHF | 100.00% | 100.00% |
12.07.2024 | 0.70% | 99.51 % | 100.21 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'183 CHF | 150'233 CHF | 78.49% | 78.49% |