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 | 0.74% | 102.60 % | 103.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'663 CHF | 103'430 CHF | 88.86% | 88.86% |
12.07.2024 | 0.75% | 102.90 % | 103.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'907 CHF | 103'681 CHF | 98.49% | 98.49% |
11.07.2024 | 0.75% | 102.80 % | 103.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'573 CHF | 103'346 CHF | 97.69% | 97.69% |
10.07.2024 | 0.74% | 102.10 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'922 CHF | 102'684 CHF | 100.00% | 100.00% |
09.07.2024 | 0.76% | 101.10 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'290 CHF | 102'065 CHF | 100.00% | 100.00% |
08.07.2024 | 0.76% | 101.70 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'822 CHF | 102'595 CHF | 100.00% | 100.00% |
05.07.2024 | 0.75% | 101.80 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'029 CHF | 102'801 CHF | 98.88% | 98.88% |
04.07.2024 | 0.74% | 102.20 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'084 CHF | 102'840 CHF | 88.44% | 88.44% |
03.07.2024 | 0.74% | 102.00 % | 102.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'728 CHF | 102'484 CHF | 99.79% | 99.79% |
02.07.2024 | 0.75% | 101.30 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'186 CHF | 101'947 CHF | 99.38% | 99.38% |