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 | 0.69% | 101.00 % | 101.70 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'600 CHF | 152'650 CHF | 100.00% | 100.00% |
12.07.2024 | 0.69% | 101.14 % | 101.84 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'598 CHF | 152'648 CHF | 78.49% | 78.49% |
11.07.2024 | 0.69% | 101.11 % | 101.81 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'610 CHF | 152'660 CHF | 100.00% | 100.00% |
10.07.2024 | 0.69% | 100.80 % | 101.50 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'112 CHF | 152'162 CHF | 94.74% | 94.74% |
09.07.2024 | 0.69% | 100.70 % | 101.40 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'959 CHF | 152'009 CHF | 97.77% | 97.77% |
08.07.2024 | 0.69% | 100.71 % | 101.41 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'208 CHF | 152'258 CHF | 99.77% | 99.77% |
05.07.2024 | 0.69% | 100.85 % | 101.55 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'400 CHF | 152'450 CHF | 100.00% | 100.00% |
04.07.2024 | 0.69% | 101.01 % | 101.71 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'573 CHF | 152'623 CHF | 98.26% | 98.26% |
03.07.2024 | 0.69% | 101.06 % | 101.76 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'408 CHF | 152'458 CHF | 100.00% | 100.00% |
02.07.2024 | 0.69% | 100.74 % | 101.44 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'948 CHF | 151'998 CHF | 100.00% | 100.00% |