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 | 0.79% | 100.80 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'431 CHF | 101'231 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'904 CHF | 101'704 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'862 CHF | 101'662 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 100.70 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'520 CHF | 101'320 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'688 CHF | 101'488 CHF | 99.59% | 99.59% |
08.07.2024 | 0.79% | 101.10 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'016 CHF | 101'816 CHF | 100.00% | 100.00% |
05.07.2024 | 0.79% | 100.70 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'870 CHF | 101'670 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 100.60 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'637 CHF | 101'437 CHF | 99.45% | 99.45% |
03.07.2024 | 0.79% | 101.20 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'223 CHF | 102'023 CHF | 100.00% | 100.00% |
02.07.2024 | 0.79% | 101.30 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'111 CHF | 101'911 CHF | 100.00% | 100.00% |