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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.79% | 100.99 % | 101.79 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'605 CHF | 61'085 CHF | 97.67% | 97.67% |
24.07.2024 | 0.79% | 101.01 % | 101.81 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'612 CHF | 61'092 CHF | 100.00% | 100.00% |
23.07.2024 | 0.79% | 101.02 % | 101.82 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'603 CHF | 61'083 CHF | 100.00% | 100.00% |
22.07.2024 | 0.79% | 100.99 % | 101.79 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'584 CHF | 61'064 CHF | 100.00% | 100.00% |
19.07.2024 | 0.79% | 100.97 % | 101.77 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'582 CHF | 61'062 CHF | 100.00% | 100.00% |
18.07.2024 | 0.79% | 100.98 % | 101.78 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'579 CHF | 61'059 CHF | 100.00% | 100.00% |
17.07.2024 | 0.79% | 100.99 % | 101.79 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'592 CHF | 61'072 CHF | 100.00% | 100.00% |
16.07.2024 | 0.79% | 100.99 % | 101.79 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'594 CHF | 61'074 CHF | 100.00% | 100.00% |
15.07.2024 | 0.79% | 101.00 % | 101.80 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'597 CHF | 61'077 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 100.99 % | 101.79 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'589 CHF | 61'069 CHF | 100.00% | 100.00% |