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 | 0.79% | 100.84 % | 101.64 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'504 CHF | 60'984 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 100.84 % | 101.64 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'504 CHF | 60'984 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 100.85 % | 101.65 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'505 CHF | 60'985 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 100.83 % | 101.63 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'498 CHF | 60'978 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 100.83 % | 101.63 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'498 CHF | 60'978 CHF | 100.00% | 100.00% |
08.07.2024 | 0.79% | 100.83 % | 101.63 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'496 CHF | 60'976 CHF | 100.00% | 100.00% |
05.07.2024 | 0.79% | 100.82 % | 101.62 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'492 CHF | 60'972 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 100.83 % | 101.63 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'494 CHF | 60'974 CHF | 100.00% | 100.00% |
03.07.2024 | 0.79% | 100.81 % | 101.61 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'486 CHF | 60'966 CHF | 100.00% | 100.00% |
02.07.2024 | 0.79% | 100.79 % | 101.59 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'474 CHF | 60'954 CHF | 99.76% | 99.76% |