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% | 100.21 % | 101.00 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'295 CHF | 60'775 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 99.90 % | 100.69 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'890 CHF | 60'364 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 99.77 % | 100.56 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'788 CHF | 60'262 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 99.38 % | 100.17 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'565 CHF | 60'039 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 99.14 % | 99.93 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'622 CHF | 60'096 CHF | 100.00% | 100.00% |
08.07.2024 | 0.79% | 99.58 % | 100.37 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'890 CHF | 60'364 CHF | 100.00% | 100.00% |
05.07.2024 | 0.79% | 99.53 % | 100.32 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'710 CHF | 60'184 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 99.51 % | 100.30 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'728 CHF | 60'202 CHF | 100.00% | 100.00% |
03.07.2024 | 0.79% | 99.53 % | 100.32 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'967 CHF | 60'441 CHF | 100.00% | 100.00% |
02.07.2024 | 0.79% | 99.81 % | 100.60 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'876 CHF | 60'350 CHF | 99.78% | 99.78% |