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% | 101.80 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'800 CHF | 102'600 CHF | 88.80% | 88.80% |
12.07.2024 | 0.77% | 101.80 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'809 CHF | 102'600 CHF | 72.40% | 72.40% |
11.07.2024 | 0.78% | 101.80 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'800 CHF | 102'600 CHF | 84.98% | 84.98% |
10.07.2024 | 0.78% | 101.80 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'800 CHF | 102'600 CHF | 90.92% | 90.92% |
09.07.2024 | 0.76% | 101.90 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'821 CHF | 102'600 CHF | 98.72% | 98.72% |
08.07.2024 | 0.76% | 101.80 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'800 CHF | 102'573 CHF | 99.73% | 99.73% |
05.07.2024 | 0.78% | 101.80 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'800 CHF | 102'600 CHF | 95.79% | 95.79% |
04.07.2024 | 0.74% | 101.90 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'842 CHF | 102'600 CHF | 91.75% | 91.75% |
03.07.2024 | 0.75% | 101.80 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'800 CHF | 102'569 CHF | 99.73% | 99.73% |
02.07.2024 | 0.73% | 101.80 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'800 CHF | 102'546 CHF | 68.75% | 68.75% |