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% | 98.94 % | 99.72 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'251 CHF | 59'719 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 98.90 % | 99.68 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'376 CHF | 59'846 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 98.65 % | 99.43 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'166 CHF | 59'634 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 98.92 % | 99.70 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'247 CHF | 59'715 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 98.95 % | 99.73 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'329 CHF | 59'798 CHF | 100.00% | 100.00% |
08.07.2024 | 0.79% | 99.40 % | 100.19 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'700 CHF | 60'174 CHF | 100.00% | 100.00% |
05.07.2024 | 0.79% | 99.71 % | 100.50 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'980 CHF | 60'454 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 99.99 % | 100.78 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'962 CHF | 60'436 CHF | 100.00% | 100.00% |
03.07.2024 | 0.79% | 99.88 % | 100.67 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'950 CHF | 60'424 CHF | 100.00% | 100.00% |
02.07.2024 | 0.79% | 99.58 % | 100.37 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'734 CHF | 60'208 CHF | 99.78% | 99.78% |