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 | 0.79% | 100.52 % | 101.32 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'287 CHF | 60'767 CHF | 97.69% | 97.69% |
24.07.2024 | 0.79% | 100.55 % | 101.35 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'345 CHF | 60'825 CHF | 100.00% | 100.00% |
23.07.2024 | 0.79% | 100.43 % | 101.23 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'127 CHF | 60'604 CHF | 100.00% | 100.00% |
22.07.2024 | 0.79% | 100.04 % | 100.83 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'892 CHF | 60'366 CHF | 100.00% | 100.00% |
19.07.2024 | 0.79% | 102.78 % | 103.60 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'738 CHF | 62'230 CHF | 100.00% | 100.00% |
18.07.2024 | 0.79% | 103.15 % | 103.97 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'848 CHF | 62'340 CHF | 100.00% | 100.00% |
17.07.2024 | 0.79% | 103.04 % | 103.86 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'799 CHF | 62'291 CHF | 100.00% | 100.00% |
16.07.2024 | 0.79% | 103.40 % | 104.22 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'965 CHF | 62'457 CHF | 100.00% | 100.00% |
15.07.2024 | 0.79% | 103.10 % | 103.92 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'849 CHF | 62'341 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 102.99 % | 103.81 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'845 CHF | 62'337 CHF | 100.00% | 100.00% |