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 | 0.75% | 104.50 % | 105.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 104'500 CHF | 105'289 CHF | 85.19% | 85.19% |
12.07.2024 | 0.74% | 104.50 % | 105.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 104'444 CHF | 105'220 CHF | 93.05% | 93.05% |
11.07.2024 | 0.76% | 104.40 % | 105.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 104'303 CHF | 105'100 CHF | 99.09% | 99.09% |
10.07.2024 | 0.75% | 104.30 % | 105.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 104'221 CHF | 105'010 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 104.20 % | 105.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 104'265 CHF | 105'051 CHF | 100.00% | 100.00% |
08.07.2024 | 0.74% | 104.30 % | 105.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 104'288 CHF | 105'065 CHF | 100.00% | 100.00% |
05.07.2024 | 0.76% | 104.20 % | 105.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 104'290 CHF | 105'087 CHF | 96.56% | 96.56% |
04.07.2024 | 0.76% | 104.30 % | 105.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 104'302 CHF | 105'100 CHF | 95.82% | 95.82% |
03.07.2024 | 0.75% | 104.30 % | 105.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 104'300 CHF | 105'084 CHF | 100.00% | 100.00% |
02.07.2024 | 0.75% | 104.30 % | 105.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 104'227 CHF | 105'011 CHF | 97.50% | 97.50% |