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 | 0.77% | 103.70 % | 104.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'541 CHF | 104'341 CHF | 100.00% | 100.00% |
12.07.2024 | 0.77% | 103.70 % | 104.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'595 CHF | 104'395 CHF | 100.00% | 100.00% |
11.07.2024 | 0.77% | 103.50 % | 104.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'322 CHF | 104'122 CHF | 100.00% | 100.00% |
10.07.2024 | 0.77% | 103.20 % | 104.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'958 CHF | 103'758 CHF | 100.00% | 100.00% |
09.07.2024 | 0.78% | 102.80 % | 103.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'780 CHF | 103'580 CHF | 99.58% | 99.58% |
08.07.2024 | 0.77% | 103.00 % | 103.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'037 CHF | 103'837 CHF | 100.00% | 100.00% |
05.07.2024 | 0.77% | 102.80 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'154 CHF | 519'154 CHF | 100.00% | 100.00% |
04.07.2024 | 0.77% | 103.00 % | 103.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'989 CHF | 103'789 CHF | 99.45% | 99.45% |
03.07.2024 | 0.77% | 103.00 % | 103.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'924 CHF | 103'724 CHF | 100.00% | 100.00% |
02.07.2024 | 0.78% | 102.50 % | 103.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'340 CHF | 103'140 CHF | 100.00% | 100.00% |