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 | 0.70% | 98.96 % | 99.66 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'626 CHF | 149'676 CHF | 100.00% | 100.00% |
12.07.2024 | 0.70% | 99.69 % | 100.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'909 CHF | 149'959 CHF | 78.50% | 78.50% |
11.07.2024 | 0.71% | 99.29 % | 99.99 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'261 CHF | 149'311 CHF | 100.00% | 100.00% |
10.07.2024 | 0.71% | 98.40 % | 99.10 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'701 CHF | 148'751 CHF | 94.72% | 94.72% |
09.07.2024 | 0.71% | 98.41 % | 99.11 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'956 CHF | 149'006 CHF | 97.75% | 97.75% |
08.07.2024 | 0.71% | 98.71 % | 99.41 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'242 CHF | 149'292 CHF | 99.78% | 99.78% |
05.07.2024 | 0.70% | 98.97 % | 99.67 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'704 CHF | 149'754 CHF | 100.00% | 100.00% |
04.07.2024 | 0.70% | 99.04 % | 99.74 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'709 CHF | 149'759 CHF | 98.27% | 98.27% |
03.07.2024 | 0.71% | 98.36 % | 99.06 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'300 CHF | 148'350 CHF | 100.00% | 100.00% |
02.07.2024 | 0.71% | 98.02 % | 98.72 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'785 CHF | 147'835 CHF | 100.00% | 100.00% |