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% | 100.61 % | 101.41 % | 60'000 | 60'000 | 41'560 | 60'000 | 41'828 CHF | 60'868 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 100.91 % | 101.71 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'519 CHF | 60'999 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 100.60 % | 101.40 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'231 CHF | 60'711 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 99.82 % | 100.61 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'891 CHF | 60'365 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 99.80 % | 100.59 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'914 CHF | 60'388 CHF | 100.00% | 100.00% |
08.07.2024 | 0.79% | 99.83 % | 100.62 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'892 CHF | 60'366 CHF | 100.00% | 100.00% |
05.07.2024 | 0.79% | 99.92 % | 100.71 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'314 CHF | 60'790 CHF | 99.23% | 99.23% |
04.07.2024 | 0.79% | 101.77 % | 102.58 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'058 CHF | 61'544 CHF | 100.00% | 100.00% |
03.07.2024 | 0.79% | 101.76 % | 102.57 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'021 CHF | 61'507 CHF | 100.00% | 100.00% |
02.07.2024 | 0.79% | 101.67 % | 102.48 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'986 CHF | 61'472 CHF | 99.79% | 99.79% |