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 | 0.78% | 101.50 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'602 CHF | 102'402 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 101.20 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'016 CHF | 101'816 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 101.10 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'937 CHF | 101'737 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 100.70 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'646 CHF | 101'446 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 100.40 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'534 CHF | 101'334 CHF | 99.59% | 99.59% |
08.07.2024 | 0.79% | 100.40 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'468 CHF | 101'268 CHF | 100.00% | 100.00% |
05.07.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'182 CHF | 509'182 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 100.60 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'566 CHF | 101'366 CHF | 99.46% | 99.46% |
03.07.2024 | 0.79% | 100.60 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'584 CHF | 101'384 CHF | 100.00% | 100.00% |
02.07.2024 | 0.79% | 100.50 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'397 CHF | 101'197 CHF | 100.00% | 100.00% |