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 | 0.76% | 102.00 % | 102.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'220 CHF | 103'000 CHF | 88.24% | 88.24% |
12.07.2024 | 0.75% | 102.40 % | 103.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'257 CHF | 103'022 CHF | 91.40% | 91.40% |
11.07.2024 | 0.75% | 102.10 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'059 CHF | 102'826 CHF | 95.84% | 95.84% |
10.07.2024 | 0.75% | 101.80 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'702 CHF | 102'471 CHF | 99.51% | 99.51% |
09.07.2024 | 0.74% | 101.70 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'868 CHF | 102'625 CHF | 94.84% | 94.84% |
08.07.2024 | 0.75% | 101.80 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'869 CHF | 102'641 CHF | 96.59% | 96.59% |
05.07.2024 | 0.75% | 101.80 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'990 CHF | 102'758 CHF | 98.30% | 98.30% |
04.07.2024 | 0.76% | 102.00 % | 102.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'835 CHF | 102'609 CHF | 99.21% | 99.21% |
03.07.2024 | 0.74% | 101.60 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'700 CHF | 102'459 CHF | 97.06% | 97.06% |
02.07.2024 | 0.75% | 101.40 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'288 CHF | 102'055 CHF | 98.90% | 98.90% |