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 | 0.50% | 99.41 % | 99.91 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'708 CHF | 150'458 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 99.75 % | 100.25 % | 150'000 | 150'000 | 150'000 | 149'977 | 149'690 CHF | 150'417 CHF | 78.49% | 78.49% |
11.07.2024 | 0.50% | 99.74 % | 100.24 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'228 CHF | 149'978 CHF | 100.00% | 100.00% |
10.07.2024 | 0.50% | 99.14 % | 99.64 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'651 CHF | 149'401 CHF | 94.72% | 94.72% |
09.07.2024 | 0.50% | 99.09 % | 99.59 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'038 CHF | 149'788 CHF | 97.77% | 97.77% |
08.07.2024 | 0.50% | 99.19 % | 99.69 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'107 CHF | 149'857 CHF | 99.78% | 99.78% |
05.07.2024 | 0.50% | 99.53 % | 100.03 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'275 CHF | 150'025 CHF | 100.00% | 100.00% |
04.07.2024 | 0.50% | 99.12 % | 99.62 % | 150'000 | 150'000 | 150'000 | 149'981 | 148'544 CHF | 149'275 CHF | 98.26% | 98.26% |
03.07.2024 | 0.51% | 98.42 % | 98.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'417 CHF | 148'167 CHF | 100.00% | 100.00% |
02.07.2024 | 0.51% | 98.01 % | 98.51 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'397 CHF | 147'147 CHF | 100.00% | 100.00% |