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 | 1.86% | 101.40 % | 103.30 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'654 CHF | 51'604 CHF | 100.00% | 100.00% |
12.07.2024 | 1.86% | 100.90 % | 102.80 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'426 CHF | 51'375 CHF | 100.00% | 100.00% |
11.07.2024 | 1.86% | 100.90 % | 102.80 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'429 CHF | 51'378 CHF | 100.00% | 100.00% |
10.07.2024 | 1.86% | 101.00 % | 102.90 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'461 CHF | 51'411 CHF | 100.00% | 100.00% |
09.07.2024 | 1.86% | 101.00 % | 102.90 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'494 CHF | 51'444 CHF | 99.59% | 99.59% |
08.07.2024 | 1.86% | 101.30 % | 103.20 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'652 CHF | 51'602 CHF | 100.00% | 100.00% |
05.07.2024 | 1.85% | 101.60 % | 103.50 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'825 CHF | 51'775 CHF | 100.00% | 100.00% |
04.07.2024 | 1.84% | 102.30 % | 104.20 % | 50'000 | 50'000 | 50'000 | 50'000 | 51'149 CHF | 52'099 CHF | 99.46% | 99.46% |
03.07.2024 | 1.85% | 101.60 % | 103.50 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'799 CHF | 51'749 CHF | 100.00% | 100.00% |
02.07.2024 | 1.85% | 101.70 % | 103.60 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'817 CHF | 51'766 CHF | 99.99% | 99.99% |