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 | 0.78% | 101.60 % | 102.40 % | 500'000 | 100'000 | 500'000 | 100'000 | 508'000 CHF | 102'400 CHF | 100.00% | 100.00% |
12.07.2024 | 0.98% | 101.40 % | 102.40 % | 500'000 | 100'000 | 500'000 | 100'000 | 507'000 CHF | 102'400 CHF | 100.00% | 100.00% |
11.07.2024 | 0.98% | 101.40 % | 102.40 % | 500'000 | 100'000 | 500'000 | 100'000 | 507'000 CHF | 102'400 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 101.40 % | 102.20 % | 500'000 | 100'000 | 500'000 | 100'000 | 506'918 CHF | 102'184 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 101.50 % | 102.30 % | 500'000 | 100'000 | 500'000 | 100'000 | 507'500 CHF | 102'300 CHF | 99.27% | 99.27% |
08.07.2024 | 0.98% | 101.40 % | 102.40 % | 500'000 | 100'000 | 500'000 | 100'000 | 507'000 CHF | 102'400 CHF | 100.00% | 100.00% |
05.07.2024 | 0.98% | 101.30 % | 102.30 % | 500'000 | 100'000 | 500'000 | 100'000 | 506'522 CHF | 102'304 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 100'000 | 500'000 | 100'000 | 506'500 CHF | 102'100 CHF | 99.45% | 99.45% |
03.07.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 100'000 | 500'000 | 100'000 | 506'418 CHF | 102'084 CHF | 100.00% | 100.00% |
02.07.2024 | 0.98% | 101.10 % | 102.10 % | 500'000 | 100'000 | 500'000 | 100'000 | 505'501 CHF | 102'100 CHF | 100.00% | 100.00% |