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 | 0.77% | 103.60 % | 104.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'775 CHF | 104'575 CHF | 100.00% | 100.00% |
12.07.2024 | 0.96% | 103.60 % | 104.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'579 CHF | 104'579 CHF | 100.00% | 100.00% |
11.07.2024 | 0.96% | 103.60 % | 104.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'373 CHF | 104'373 CHF | 100.00% | 100.00% |
10.07.2024 | 0.77% | 103.40 % | 104.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'297 CHF | 104'097 CHF | 100.00% | 100.00% |
09.07.2024 | 0.77% | 103.20 % | 104.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'419 CHF | 104'219 CHF | 99.26% | 99.26% |
08.07.2024 | 0.96% | 103.10 % | 104.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'143 CHF | 104'143 CHF | 100.00% | 100.00% |
05.07.2024 | 0.96% | 103.50 % | 104.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'680 CHF | 522'680 CHF | 100.00% | 100.00% |
04.07.2024 | 0.77% | 103.10 % | 103.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'017 CHF | 103'817 CHF | 99.45% | 99.45% |
03.07.2024 | 0.77% | 103.00 % | 103.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'009 CHF | 103'809 CHF | 100.00% | 100.00% |
02.07.2024 | 0.97% | 102.50 % | 103.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'362 CHF | 103'362 CHF | 100.00% | 100.00% |