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% | 100.10 % | 100.89 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'056 CHF | 60'530 CHF | 97.69% | 97.69% |
24.07.2024 | 0.79% | 100.67 % | 101.47 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'408 CHF | 60'888 CHF | 100.00% | 100.00% |
23.07.2024 | 0.79% | 100.77 % | 101.57 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'475 CHF | 60'955 CHF | 100.00% | 100.00% |
22.07.2024 | 0.79% | 100.63 % | 101.43 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'362 CHF | 60'842 CHF | 100.00% | 100.00% |
19.07.2024 | 0.79% | 100.67 % | 101.47 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'406 CHF | 60'886 CHF | 100.00% | 100.00% |
18.07.2024 | 0.79% | 100.87 % | 101.67 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'468 CHF | 60'948 CHF | 100.00% | 100.00% |
17.07.2024 | 0.79% | 101.03 % | 101.83 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'643 CHF | 61'123 CHF | 100.00% | 100.00% |
16.07.2024 | 0.79% | 101.49 % | 102.29 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'894 CHF | 61'374 CHF | 100.00% | 100.00% |
15.07.2024 | 0.79% | 101.49 % | 102.29 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'894 CHF | 61'374 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 101.46 % | 102.26 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'830 CHF | 61'310 CHF | 100.00% | 100.00% |