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 | 0.73% | 103.40 % | 104.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'389 CHF | 104'146 CHF | 88.82% | 88.82% |
12.07.2024 | 0.75% | 103.30 % | 104.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'275 CHF | 104'054 CHF | 99.38% | 99.38% |
11.07.2024 | 0.74% | 103.20 % | 104.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'141 CHF | 103'912 CHF | 99.86% | 99.86% |
10.07.2024 | 0.74% | 103.00 % | 103.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'984 CHF | 103'745 CHF | 99.91% | 99.91% |
09.07.2024 | 1.22% | 102.80 % | 104.10 % | 50'000 | 50'000 | 53'098 | 53'098 | 54'634 CHF | 55'290 CHF | 98.00% | 98.00% |
08.07.2024 | 0.75% | 103.20 % | 103.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'146 CHF | 103'918 CHF | 99.05% | 99.05% |
05.07.2024 | 0.73% | 103.00 % | 103.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'042 CHF | 103'798 CHF | 99.20% | 99.20% |
04.07.2024 | 0.75% | 103.00 % | 103.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'002 CHF | 103'773 CHF | 99.03% | 99.03% |
03.07.2024 | 0.75% | 102.90 % | 103.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'776 CHF | 103'554 CHF | 82.38% | 82.38% |
02.07.2024 | 0.77% | 102.80 % | 103.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'675 CHF | 103'464 CHF | 97.86% | 97.86% |