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% | 100.86 % | 101.56 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'223 CHF | 152'273 CHF | 100.00% | 100.00% |
12.07.2024 | 0.69% | 100.71 % | 101.41 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'074 CHF | 152'124 CHF | 78.50% | 78.50% |
11.07.2024 | 0.69% | 101.07 % | 101.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'750 CHF | 152'800 CHF | 100.00% | 100.00% |
10.07.2024 | 0.69% | 100.94 % | 101.64 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'120 CHF | 152'170 CHF | 94.74% | 94.74% |
09.07.2024 | 0.69% | 100.66 % | 101.36 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'040 CHF | 152'090 CHF | 97.75% | 97.75% |
08.07.2024 | 0.69% | 100.61 % | 101.31 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'126 CHF | 152'176 CHF | 99.79% | 99.79% |
05.07.2024 | 0.69% | 100.73 % | 101.43 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'378 CHF | 152'428 CHF | 100.00% | 100.00% |
04.07.2024 | 0.69% | 100.76 % | 101.46 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'001 CHF | 152'051 CHF | 98.25% | 98.25% |
03.07.2024 | 0.70% | 100.72 % | 101.42 % | 150'000 | 150'000 | 149'985 | 150'000 | 150'299 CHF | 151'365 CHF | 100.00% | 100.00% |
02.07.2024 | 0.70% | 99.20 % | 99.90 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'884 CHF | 149'934 CHF | 100.00% | 100.00% |