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 | 0.69% | 100.46 % | 101.16 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'709 CHF | 151'759 CHF | 78.50% | 78.50% |
11.07.2024 | 0.69% | 100.46 % | 101.16 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'676 CHF | 151'726 CHF | 100.00% | 100.00% |
10.07.2024 | 0.69% | 100.44 % | 101.14 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'579 CHF | 151'629 CHF | 94.72% | 94.72% |
09.07.2024 | 0.69% | 100.36 % | 101.06 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'596 CHF | 151'646 CHF | 97.75% | 97.75% |
08.07.2024 | 0.70% | 100.34 % | 101.04 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'496 CHF | 151'546 CHF | 99.77% | 99.77% |
05.07.2024 | 0.70% | 100.29 % | 100.99 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'132 CHF | 151'182 CHF | 100.00% | 100.00% |
04.07.2024 | 0.70% | 100.24 % | 100.94 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'429 CHF | 151'479 CHF | 98.26% | 98.26% |
03.07.2024 | 0.70% | 100.20 % | 100.90 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'326 CHF | 151'376 CHF | 100.00% | 100.00% |
02.07.2024 | 0.70% | 100.09 % | 100.79 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'084 CHF | 151'134 CHF | 100.00% | 100.00% |
01.07.2024 | 0.70% | 100.20 % | 100.90 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'211 CHF | 151'261 CHF | 98.72% | 98.72% |