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 | 0.79% | 101.72 % | 102.53 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'067 CHF | 60'542 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 99.40 % | 100.19 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'627 CHF | 60'101 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 99.23 % | 100.02 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'110 CHF | 59'578 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 98.21 % | 98.99 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'999 CHF | 59'467 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 98.96 % | 99.74 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'568 CHF | 60'042 CHF | 100.00% | 100.00% |
08.07.2024 | 0.79% | 99.34 % | 100.13 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'539 CHF | 60'013 CHF | 100.00% | 100.00% |
05.07.2024 | 0.79% | 100.18 % | 100.97 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'108 CHF | 60'582 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 100.16 % | 100.95 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'105 CHF | 60'579 CHF | 100.00% | 100.00% |
03.07.2024 | 0.79% | 100.13 % | 100.92 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'860 CHF | 60'334 CHF | 100.00% | 100.00% |
02.07.2024 | 0.79% | 99.61 % | 100.40 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'731 CHF | 60'205 CHF | 99.80% | 99.80% |