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 | 0.79% | 101.06 % | 101.86 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'619 CHF | 61'099 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 100.95 % | 101.75 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'549 CHF | 61'029 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 100.88 % | 101.68 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'512 CHF | 60'992 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 100.70 % | 101.50 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'377 CHF | 60'857 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 100.59 % | 101.39 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'355 CHF | 60'835 CHF | 100.00% | 100.00% |
08.07.2024 | 0.79% | 100.59 % | 101.39 % | 60'000 | 60'000 | 56'903 | 60'000 | 57'256 CHF | 60'852 CHF | 100.00% | 100.00% |
05.07.2024 | 0.79% | 100.58 % | 101.38 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'348 CHF | 60'828 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 100.63 % | 101.43 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'375 CHF | 60'855 CHF | 100.00% | 100.00% |
03.07.2024 | 0.79% | 100.66 % | 101.46 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'355 CHF | 60'835 CHF | 100.00% | 100.00% |
02.07.2024 | 0.79% | 100.47 % | 101.27 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'300 CHF | 60'780 CHF | 99.77% | 99.77% |