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% | 97.98 % | 98.76 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'021 CHF | 59'489 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 98.09 % | 98.87 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'750 CHF | 59'218 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 97.79 % | 98.57 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'532 CHF | 58'996 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 100.14 % | 100.93 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'998 CHF | 60'472 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 99.90 % | 100.69 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'174 CHF | 60'652 CHF | 100.00% | 100.00% |
08.07.2024 | 0.79% | 100.38 % | 101.18 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'243 CHF | 60'723 CHF | 100.00% | 100.00% |
05.07.2024 | 0.79% | 100.34 % | 101.14 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'173 CHF | 60'651 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 100.08 % | 100.87 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'046 CHF | 60'520 CHF | 100.00% | 100.00% |
03.07.2024 | 0.79% | 99.81 % | 100.60 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'766 CHF | 60'240 CHF | 100.00% | 100.00% |
02.07.2024 | 0.79% | 99.37 % | 100.16 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'583 CHF | 60'057 CHF | 99.78% | 99.78% |