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 | 0.70% | 99.94 % | 100.64 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'858 CHF | 150'908 CHF | 78.49% | 78.49% |
11.07.2024 | 0.70% | 99.86 % | 100.56 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'759 CHF | 150'809 CHF | 100.00% | 100.00% |
10.07.2024 | 0.70% | 99.79 % | 100.49 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'521 CHF | 150'571 CHF | 94.72% | 94.72% |
09.07.2024 | 0.70% | 99.63 % | 100.33 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'579 CHF | 150'629 CHF | 97.75% | 97.75% |
08.07.2024 | 0.70% | 99.64 % | 100.34 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'446 CHF | 150'496 CHF | 99.77% | 99.77% |
05.07.2024 | 0.70% | 99.53 % | 100.23 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'061 CHF | 150'111 CHF | 100.00% | 100.00% |
04.07.2024 | 0.70% | 99.60 % | 100.30 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'336 CHF | 150'386 CHF | 98.25% | 98.25% |
03.07.2024 | 0.70% | 99.52 % | 100.22 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'201 CHF | 150'251 CHF | 100.00% | 100.00% |
02.07.2024 | 0.70% | 99.34 % | 100.04 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'842 CHF | 149'892 CHF | 100.00% | 100.00% |
01.07.2024 | 0.70% | 99.46 % | 100.16 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'034 CHF | 150'084 CHF | 98.72% | 98.72% |