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 | 0.71% | 98.17 % | 98.87 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'151 CHF | 148'201 CHF | 100.00% | 100.00% |
12.07.2024 | 0.71% | 98.14 % | 98.84 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'047 CHF | 148'097 CHF | 78.49% | 78.49% |
11.07.2024 | 0.71% | 98.04 % | 98.74 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'191 CHF | 148'241 CHF | 100.00% | 100.00% |
10.07.2024 | 0.71% | 98.41 % | 99.11 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'219 CHF | 148'269 CHF | 94.73% | 94.73% |
09.07.2024 | 0.71% | 97.99 % | 98.69 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'148 CHF | 148'198 CHF | 97.76% | 97.76% |
08.07.2024 | 0.71% | 98.16 % | 98.86 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'271 CHF | 148'321 CHF | 99.77% | 99.77% |
05.07.2024 | 0.71% | 98.38 % | 99.08 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'570 CHF | 148'620 CHF | 100.00% | 100.00% |
04.07.2024 | 0.71% | 98.39 % | 99.09 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'556 CHF | 148'606 CHF | 98.27% | 98.27% |
03.07.2024 | 0.71% | 98.36 % | 99.06 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'422 CHF | 148'472 CHF | 100.00% | 100.00% |
02.07.2024 | 0.71% | 98.05 % | 98.75 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'838 CHF | 147'888 CHF | 100.00% | 100.00% |