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% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'002 CHF | 101'771 CHF | 87.92% | 87.92% |
12.07.2024 | 0.76% | 101.10 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'041 CHF | 101'809 CHF | 98.51% | 98.51% |
11.07.2024 | 0.75% | 101.20 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'163 CHF | 101'925 CHF | 89.23% | 89.23% |
10.07.2024 | 0.76% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'002 CHF | 101'771 CHF | 96.99% | 96.99% |
09.07.2024 | 0.76% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'065 CHF | 101'841 CHF | 98.75% | 98.75% |
08.07.2024 | 0.76% | 101.10 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'187 CHF | 101'962 CHF | 99.49% | 99.49% |
05.07.2024 | 0.76% | 101.40 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'378 CHF | 102'154 CHF | 70.54% | 70.54% |
04.07.2024 | 1.22% | 101.20 % | 102.00 % | 100'000 | 100'000 | 53'752 | 53'752 | 54'270 CHF | 54'915 CHF | 99.14% | 99.14% |
03.07.2024 | 1.25% | 101.10 % | 102.30 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'550 CHF | 51'187 CHF | 99.73% | 99.73% |
02.07.2024 | 1.25% | 100.80 % | 102.10 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'393 CHF | 51'025 CHF | 99.02% | 99.02% |