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% | 97.93 % | 98.63 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'878 CHF | 147'928 CHF | 100.00% | 100.00% |
12.07.2024 | 0.71% | 98.29 % | 98.99 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'125 CHF | 148'175 CHF | 78.50% | 78.50% |
11.07.2024 | 0.71% | 98.02 % | 98.72 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'213 CHF | 148'263 CHF | 100.00% | 100.00% |
10.07.2024 | 0.71% | 98.07 % | 98.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'716 CHF | 147'766 CHF | 94.73% | 94.73% |
09.07.2024 | 0.71% | 97.75 % | 98.45 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'827 CHF | 147'877 CHF | 97.76% | 97.76% |
08.07.2024 | 0.71% | 98.00 % | 98.70 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'032 CHF | 148'082 CHF | 99.77% | 99.77% |
05.07.2024 | 0.71% | 98.51 % | 99.21 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'838 CHF | 148'888 CHF | 100.00% | 100.00% |
04.07.2024 | 0.71% | 98.58 % | 99.28 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'844 CHF | 148'894 CHF | 98.25% | 98.25% |
03.07.2024 | 0.71% | 98.55 % | 99.25 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'679 CHF | 148'729 CHF | 100.00% | 100.00% |
02.07.2024 | 0.71% | 98.18 % | 98.88 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'958 CHF | 148'008 CHF | 100.00% | 100.00% |