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 | 0.75% | 127.90 % | 128.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 127'926 CHF | 128'887 CHF | 83.49% | 83.49% |
12.07.2024 | 0.74% | 127.90 % | 128.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 127'882 CHF | 128'829 CHF | 99.01% | 99.01% |
11.07.2024 | 0.77% | 127.80 % | 128.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 127'794 CHF | 128'780 CHF | 99.09% | 99.09% |
10.07.2024 | 0.75% | 127.70 % | 128.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 127'589 CHF | 128'544 CHF | 97.19% | 97.19% |
09.07.2024 | 0.73% | 127.50 % | 128.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 127'467 CHF | 128'402 CHF | 100.00% | 100.00% |
08.07.2024 | 0.74% | 127.60 % | 128.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 127'578 CHF | 128'527 CHF | 98.14% | 98.14% |
05.07.2024 | 0.77% | 127.50 % | 128.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 127'486 CHF | 128'475 CHF | 98.95% | 98.95% |
04.07.2024 | 0.75% | 127.50 % | 128.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 127'547 CHF | 128'504 CHF | 100.00% | 100.00% |
03.07.2024 | 0.74% | 127.50 % | 128.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 127'412 CHF | 128'355 CHF | 91.88% | 91.88% |
02.07.2024 | 0.75% | 127.30 % | 128.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 127'133 CHF | 128'092 CHF | 99.89% | 99.89% |