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% | 102.90 % | 103.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'957 CHF | 103'740 CHF | 84.96% | 84.96% |
12.07.2024 | 0.76% | 103.00 % | 103.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'846 CHF | 103'628 CHF | 93.05% | 93.05% |
11.07.2024 | 0.77% | 102.70 % | 103.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'698 CHF | 103'495 CHF | 99.09% | 99.09% |
10.07.2024 | 0.75% | 102.60 % | 103.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'543 CHF | 103'318 CHF | 100.00% | 100.00% |
09.07.2024 | 0.76% | 102.50 % | 103.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'574 CHF | 103'354 CHF | 100.00% | 100.00% |
08.07.2024 | 0.74% | 102.60 % | 103.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'586 CHF | 103'351 CHF | 98.94% | 98.94% |
05.07.2024 | 0.74% | 102.50 % | 103.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'649 CHF | 103'416 CHF | 96.56% | 96.56% |
04.07.2024 | 0.75% | 102.70 % | 103.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'631 CHF | 103'402 CHF | 95.82% | 95.82% |
03.07.2024 | 0.75% | 102.60 % | 103.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'593 CHF | 103'367 CHF | 100.00% | 100.00% |
02.07.2024 | 0.76% | 102.50 % | 103.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'464 CHF | 103'243 CHF | 100.00% | 100.00% |