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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.70% | 99.90 % | 100.60 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'843 CHF | 150'893 CHF | 78.49% | 78.49% |
11.07.2024 | 0.70% | 99.88 % | 100.58 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'824 CHF | 150'874 CHF | 99.97% | 99.97% |
10.07.2024 | 0.70% | 99.85 % | 100.55 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'730 CHF | 150'780 CHF | 94.72% | 94.72% |
09.07.2024 | 0.70% | 99.80 % | 100.50 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'750 CHF | 150'800 CHF | 97.75% | 97.75% |
08.07.2024 | 0.70% | 99.80 % | 100.50 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'665 CHF | 150'715 CHF | 99.77% | 99.77% |
05.07.2024 | 0.69% | 100.46 % | 101.16 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'780 CHF | 151'830 CHF | 100.00% | 100.00% |
04.07.2024 | 0.69% | 100.50 % | 101.20 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'723 CHF | 151'773 CHF | 98.26% | 98.26% |
03.07.2024 | 0.70% | 100.34 % | 101.04 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'492 CHF | 151'542 CHF | 100.00% | 100.00% |
02.07.2024 | 0.70% | 100.35 % | 101.05 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'463 CHF | 151'513 CHF | 100.00% | 100.00% |
01.07.2024 | 0.70% | 100.34 % | 101.04 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'479 CHF | 151'529 CHF | 99.33% | 99.33% |