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 | 0.76% | 101.59 % | 102.36 % | 98'000 | 97'000 | 98'000 | 97'000 | 99'558 CHF | 99'289 CHF | 100.00% | 100.00% |
12.07.2024 | 0.76% | 101.37 % | 102.14 % | 98'000 | 97'000 | 98'022 | 97'045 | 99'353 CHF | 99'110 CHF | 100.00% | 100.00% |
11.07.2024 | 0.75% | 101.02 % | 101.79 % | 98'000 | 98'000 | 98'787 | 98'000 | 99'734 CHF | 99'685 CHF | 100.00% | 100.00% |
10.07.2024 | 0.74% | 100.70 % | 101.45 % | 99'000 | 98'000 | 99'000 | 98'000 | 99'693 CHF | 99'421 CHF | 100.00% | 100.00% |
09.07.2024 | 0.74% | 100.72 % | 101.47 % | 99'000 | 66'000 | 99'000 | 97'290 | 99'751 CHF | 98'760 CHF | 100.00% | 100.00% |
08.07.2024 | 0.74% | 100.91 % | 101.66 % | 99'000 | 98'000 | 99'000 | 98'000 | 99'773 CHF | 99'501 CHF | 100.00% | 100.00% |
05.07.2024 | 0.74% | 100.65 % | 101.40 % | 99'000 | 98'000 | 99'000 | 98'000 | 99'644 CHF | 99'372 CHF | 100.00% | 100.00% |
04.07.2024 | 0.74% | 100.60 % | 101.35 % | 99'000 | 98'000 | 99'000 | 98'000 | 99'594 CHF | 99'323 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 100.59 % | 101.34 % | 99'000 | 98'000 | 99'060 | 98'423 | 99'320 CHF | 99'420 CHF | 99.99% | 99.99% |
02.07.2024 | 0.75% | 99.71 % | 100.46 % | 100'000 | 99'000 | 99'836 | 99'000 | 99'496 CHF | 99'406 CHF | 100.00% | 100.00% |