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 | 1.24% | 101.80 % | 103.10 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'872 CHF | 51'507 CHF | 4.14% | 4.14% |
12.07.2024 | 0.76% | 102.30 % | 103.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'223 CHF | 103'008 CHF | 98.91% | 98.91% |
11.07.2024 | 0.77% | 102.20 % | 103.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'213 CHF | 102'998 CHF | 94.28% | 94.28% |
10.07.2024 | 0.76% | 102.10 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'026 CHF | 102'804 CHF | 90.36% | 90.36% |
09.07.2024 | 0.75% | 102.00 % | 102.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'083 CHF | 102'847 CHF | 100.00% | 100.00% |
08.07.2024 | 0.76% | 101.90 % | 102.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'009 CHF | 102'783 CHF | 100.00% | 100.00% |
05.07.2024 | 0.73% | 102.10 % | 102.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'180 CHF | 102'927 CHF | 98.86% | 98.86% |
04.07.2024 | 0.72% | 102.20 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'188 CHF | 102'929 CHF | 98.11% | 98.11% |
03.07.2024 | 0.76% | 102.20 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'216 CHF | 102'993 CHF | 99.82% | 99.82% |
02.07.2024 | 0.78% | 102.10 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'102 CHF | 102'897 CHF | 100.00% | 100.00% |