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 | 0.74% | 94.77 % | 95.47 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'191 CHF | 143'241 CHF | 90.16% | 90.16% |
12.07.2024 | 0.72% | 96.70 % | 97.40 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'646 CHF | 145'696 CHF | 78.50% | 78.50% |
11.07.2024 | 0.72% | 96.31 % | 97.01 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'668 CHF | 145'718 CHF | 100.00% | 100.00% |
10.07.2024 | 0.72% | 96.77 % | 97.47 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'061 CHF | 146'111 CHF | 94.74% | 94.74% |
09.07.2024 | 0.72% | 96.79 % | 97.49 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'251 CHF | 146'301 CHF | 97.77% | 97.77% |
08.07.2024 | 0.72% | 96.73 % | 97.43 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'548 CHF | 146'598 CHF | 99.78% | 99.78% |
05.07.2024 | 0.72% | 96.94 % | 97.64 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'777 CHF | 146'827 CHF | 100.00% | 100.00% |
04.07.2024 | 0.72% | 96.96 % | 97.66 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'351 CHF | 146'401 CHF | 98.27% | 98.27% |
03.07.2024 | 0.72% | 96.66 % | 97.36 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'242 CHF | 146'292 CHF | 76.85% | 76.85% |
02.07.2024 | 0.73% | 96.43 % | 97.13 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'936 CHF | 144'986 CHF | 100.00% | 100.00% |