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% | 102.70 % | 103.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'857 CHF | 103'646 CHF | 89.11% | 89.11% |
12.07.2024 | 0.76% | 102.90 % | 103.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'814 CHF | 103'598 CHF | 94.50% | 94.50% |
11.07.2024 | 0.75% | 103.00 % | 103.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'851 CHF | 103'627 CHF | 98.99% | 98.99% |
10.07.2024 | 0.75% | 102.70 % | 103.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'644 CHF | 103'418 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 102.70 % | 103.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'678 CHF | 103'448 CHF | 100.00% | 100.00% |
08.07.2024 | 0.76% | 102.70 % | 103.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'740 CHF | 103'521 CHF | 100.00% | 100.00% |
05.07.2024 | 0.75% | 102.70 % | 103.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'761 CHF | 103'537 CHF | 98.87% | 98.87% |
04.07.2024 | 0.76% | 103.00 % | 103.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'992 CHF | 103'780 CHF | 100.00% | 100.00% |
03.07.2024 | 0.74% | 102.90 % | 103.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'893 CHF | 103'661 CHF | 99.73% | 99.73% |
02.07.2024 | 0.74% | 102.80 % | 103.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'703 CHF | 103'467 CHF | 100.00% | 100.00% |