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% | 101.45 % | 102.25 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'875 CHF | 61'355 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 101.42 % | 102.22 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'603 CHF | 61'083 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 100.73 % | 101.53 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'344 CHF | 60'824 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 100.40 % | 101.20 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'065 CHF | 60'540 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 99.71 % | 100.50 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'002 CHF | 60'476 CHF | 100.00% | 100.00% |
08.07.2024 | 0.79% | 100.33 % | 101.13 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'250 CHF | 60'730 CHF | 100.00% | 100.00% |
05.07.2024 | 0.79% | 100.16 % | 100.95 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'319 CHF | 60'798 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 100.30 % | 101.10 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'164 CHF | 60'644 CHF | 100.00% | 100.00% |
03.07.2024 | 0.79% | 100.19 % | 100.98 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'075 CHF | 60'549 CHF | 100.00% | 100.00% |
02.07.2024 | 0.79% | 99.82 % | 100.61 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'844 CHF | 60'318 CHF | 99.76% | 99.76% |