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% | 98.10 % | 98.88 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'784 CHF | 59'251 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 102.45 % | 103.26 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'352 CHF | 61'838 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 101.82 % | 102.63 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'023 CHF | 61'509 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 101.85 % | 102.66 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'082 CHF | 61'568 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 101.78 % | 102.59 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'146 CHF | 61'632 CHF | 100.00% | 100.00% |
08.07.2024 | 0.79% | 101.80 % | 102.61 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'105 CHF | 61'591 CHF | 100.00% | 100.00% |
05.07.2024 | 0.79% | 101.77 % | 102.58 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'125 CHF | 61'611 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 101.76 % | 102.57 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'028 CHF | 61'514 CHF | 100.00% | 100.00% |
03.07.2024 | 0.79% | 101.60 % | 102.41 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'875 CHF | 61'357 CHF | 100.00% | 100.00% |
02.07.2024 | 0.79% | 101.22 % | 102.02 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'627 CHF | 61'107 CHF | 99.76% | 99.76% |