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% | 101.21 % | 102.21 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'327 CHF | 102'327 CHF | 99.59% | 99.59% |
12.07.2024 | 0.98% | 101.35 % | 102.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'274 CHF | 102'274 CHF | 99.57% | 99.57% |
11.07.2024 | 0.98% | 101.19 % | 102.19 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'130 CHF | 102'130 CHF | 99.56% | 99.56% |
10.07.2024 | 0.99% | 101.07 % | 102.07 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'000 CHF | 102'000 CHF | 96.03% | 96.03% |
09.07.2024 | 0.99% | 100.90 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'994 CHF | 101'994 CHF | 99.59% | 99.59% |
08.07.2024 | 0.99% | 100.90 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'993 CHF | 101'993 CHF | 99.60% | 99.60% |
05.07.2024 | 0.99% | 100.84 % | 101.84 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'931 CHF | 101'931 CHF | 99.54% | 99.54% |
04.07.2024 | 0.99% | 100.98 % | 101.98 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'949 CHF | 101'949 CHF | 99.51% | 99.51% |
03.07.2024 | 0.99% | 100.83 % | 101.83 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'767 CHF | 101'767 CHF | 97.18% | 97.18% |
02.07.2024 | 0.99% | 100.76 % | 101.76 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'618 CHF | 101'618 CHF | 99.46% | 99.46% |