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 | 0.98% | 101.39 % | 102.39 % | 70'000 | 70'000 | 70'000 | 70'000 | 71'175 CHF | 71'875 CHF | 100.00% | 100.00% |
12.07.2024 | 0.98% | 101.93 % | 102.93 % | 70'000 | 70'000 | 70'000 | 70'000 | 71'283 CHF | 71'983 CHF | 100.00% | 100.00% |
11.07.2024 | 0.98% | 101.66 % | 102.66 % | 70'000 | 70'000 | 70'000 | 70'000 | 71'240 CHF | 71'940 CHF | 88.65% | 88.65% |
10.07.2024 | 0.98% | 101.59 % | 102.59 % | 70'000 | 70'000 | 70'000 | 70'000 | 70'983 CHF | 71'683 CHF | 91.60% | 91.60% |
09.07.2024 | 0.98% | 101.31 % | 102.31 % | 70'000 | 70'000 | 70'000 | 70'000 | 70'991 CHF | 71'691 CHF | 100.00% | 100.00% |
08.07.2024 | 0.98% | 101.24 % | 102.24 % | 70'000 | 70'000 | 70'000 | 70'000 | 70'919 CHF | 71'619 CHF | 100.00% | 100.00% |
05.07.2024 | 0.98% | 101.18 % | 102.18 % | 70'000 | 70'000 | 70'000 | 70'000 | 70'931 CHF | 71'631 CHF | 99.42% | 99.42% |
04.07.2024 | 0.98% | 101.21 % | 102.21 % | 70'000 | 70'000 | 70'000 | 70'000 | 70'794 CHF | 71'494 CHF | 99.99% | 99.99% |
03.07.2024 | 0.98% | 101.17 % | 102.17 % | 70'000 | 70'000 | 70'000 | 70'000 | 70'857 CHF | 71'557 CHF | 91.14% | 91.14% |
02.07.2024 | 0.98% | 101.50 % | 102.50 % | 70'000 | 70'000 | 70'000 | 70'000 | 70'951 CHF | 71'651 CHF | 91.34% | 91.34% |