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% | 101.20 % | 102.00 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'723 CHF | 61'203 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 101.17 % | 101.97 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'702 CHF | 61'182 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 101.16 % | 101.96 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'687 CHF | 61'167 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 101.05 % | 101.85 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'629 CHF | 61'109 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 100.96 % | 101.76 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'576 CHF | 61'056 CHF | 100.00% | 100.00% |
08.07.2024 | 0.79% | 100.98 % | 101.78 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'581 CHF | 61'061 CHF | 100.00% | 100.00% |
05.07.2024 | 0.79% | 100.93 % | 101.73 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'558 CHF | 61'038 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 100.93 % | 101.73 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'773 CHF | 61'253 CHF | 100.00% | 100.00% |
03.07.2024 | 0.79% | 101.39 % | 102.19 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'567 CHF | 61'047 CHF | 100.00% | 100.00% |
02.07.2024 | 0.79% | 100.97 % | 101.77 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'582 CHF | 61'062 CHF | 99.79% | 99.79% |