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% | 101.40 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'555 CHF | 102'321 CHF | 82.45% | 82.45% |
12.07.2024 | 0.75% | 101.70 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'544 CHF | 102'313 CHF | 85.78% | 85.78% |
11.07.2024 | 0.75% | 101.50 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'368 CHF | 102'126 CHF | 76.76% | 76.76% |
10.07.2024 | 0.75% | 101.10 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'019 CHF | 101'779 CHF | 100.00% | 100.00% |
09.07.2024 | 0.74% | 100.90 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'999 CHF | 101'754 CHF | 94.95% | 94.95% |
08.07.2024 | 0.76% | 100.80 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'941 CHF | 101'712 CHF | 99.31% | 99.31% |
05.07.2024 | 0.74% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'127 CHF | 101'878 CHF | 97.54% | 97.54% |
04.07.2024 | 0.75% | 101.10 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'057 CHF | 101'813 CHF | 95.45% | 95.45% |
03.07.2024 | 0.75% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'926 CHF | 101'691 CHF | 99.90% | 99.90% |
02.07.2024 | 0.76% | 100.60 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'537 CHF | 101'304 CHF | 99.90% | 99.90% |