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% | 99.87 % | 100.66 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'922 CHF | 60'396 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 99.78 % | 100.57 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'719 CHF | 60'193 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 99.06 % | 99.85 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'425 CHF | 59'899 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 98.68 % | 99.46 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'192 CHF | 59'660 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 97.77 % | 98.55 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'980 CHF | 59'448 CHF | 100.00% | 100.00% |
08.07.2024 | 0.79% | 98.98 % | 99.77 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'456 CHF | 59'930 CHF | 100.00% | 100.00% |
05.07.2024 | 0.79% | 99.23 % | 100.02 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'608 CHF | 60'082 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 99.22 % | 100.01 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'544 CHF | 60'018 CHF | 100.00% | 100.00% |
03.07.2024 | 0.79% | 99.34 % | 100.13 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'546 CHF | 60'020 CHF | 100.00% | 100.00% |
02.07.2024 | 0.79% | 99.17 % | 99.96 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'382 CHF | 59'853 CHF | 99.77% | 99.77% |