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 | 0.77% | 103.00 % | 103.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'000 CHF | 103'800 CHF | 100.00% | 100.00% |
12.07.2024 | 0.77% | 103.10 % | 103.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'006 CHF | 103'806 CHF | 100.00% | 100.00% |
11.07.2024 | 0.77% | 103.00 % | 103.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'949 CHF | 103'749 CHF | 100.00% | 100.00% |
10.07.2024 | 0.77% | 103.00 % | 103.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'987 CHF | 103'787 CHF | 100.00% | 100.00% |
09.07.2024 | 0.77% | 103.00 % | 103.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'997 CHF | 103'797 CHF | 99.27% | 99.27% |
08.07.2024 | 0.77% | 102.90 % | 103.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'954 CHF | 103'754 CHF | 100.00% | 100.00% |
05.07.2024 | 0.78% | 102.80 % | 103.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'800 CHF | 103'600 CHF | 100.00% | 100.00% |
04.07.2024 | 0.77% | 102.90 % | 103.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'901 CHF | 103'701 CHF | 99.45% | 99.45% |
03.07.2024 | 0.77% | 102.90 % | 103.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'931 CHF | 103'731 CHF | 100.00% | 100.00% |
02.07.2024 | 0.77% | 103.00 % | 103.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'987 CHF | 103'787 CHF | 100.00% | 100.00% |