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% | 98.30 % | 99.00 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'491 CHF | 148'541 CHF | 100.00% | 100.00% |
12.07.2024 | 0.71% | 98.44 % | 99.14 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'367 CHF | 148'417 CHF | 78.49% | 78.49% |
11.07.2024 | 0.71% | 98.22 % | 98.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'380 CHF | 148'430 CHF | 100.00% | 100.00% |
10.07.2024 | 0.71% | 98.45 % | 99.15 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'540 CHF | 148'590 CHF | 94.72% | 94.72% |
09.07.2024 | 0.71% | 98.30 % | 99.00 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'678 CHF | 148'728 CHF | 97.75% | 97.75% |
08.07.2024 | 0.71% | 98.52 % | 99.22 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'831 CHF | 148'881 CHF | 99.78% | 99.78% |
05.07.2024 | 0.71% | 98.37 % | 99.07 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'665 CHF | 148'715 CHF | 100.00% | 100.00% |
04.07.2024 | 0.71% | 98.29 % | 98.99 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'397 CHF | 148'447 CHF | 98.26% | 98.26% |
03.07.2024 | 0.71% | 98.22 % | 98.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'205 CHF | 148'255 CHF | 100.00% | 100.00% |
02.07.2024 | 0.71% | 97.83 % | 98.53 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'531 CHF | 147'581 CHF | 100.00% | 100.00% |