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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.75% | 102.40 % | 103.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'361 CHF | 103'135 CHF | 94.48% | 94.48% |
24.07.2024 | 0.75% | 102.50 % | 103.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'565 CHF | 103'336 CHF | 96.65% | 96.65% |
23.07.2024 | 0.75% | 102.50 % | 103.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'174 CHF | 102'940 CHF | 93.26% | 93.26% |
22.07.2024 | 0.75% | 102.20 % | 103.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'956 CHF | 102'724 CHF | 96.40% | 96.40% |
19.07.2024 | 0.76% | 101.40 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'356 CHF | 102'124 CHF | 97.98% | 97.98% |
18.07.2024 | 0.75% | 101.60 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'567 CHF | 102'332 CHF | 80.26% | 80.26% |
17.07.2024 | 0.75% | 101.40 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'463 CHF | 102'230 CHF | 91.92% | 91.92% |
16.07.2024 | 0.75% | 101.70 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'675 CHF | 102'441 CHF | 94.17% | 94.17% |
15.07.2024 | 0.76% | 101.80 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'872 CHF | 102'645 CHF | 87.74% | 87.74% |
12.07.2024 | 0.75% | 101.80 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'687 CHF | 102'449 CHF | 98.59% | 98.59% |