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% | 100.45 % | 101.25 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'270 CHF | 60'750 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 100.45 % | 101.25 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'270 CHF | 60'750 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 100.44 % | 101.24 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'264 CHF | 60'744 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 100.63 % | 101.43 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'378 CHF | 60'858 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 100.63 % | 101.43 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'378 CHF | 60'858 CHF | 100.00% | 100.00% |
08.07.2024 | 0.79% | 100.63 % | 101.43 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'378 CHF | 60'858 CHF | 100.00% | 100.00% |
05.07.2024 | 0.79% | 100.62 % | 101.42 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'372 CHF | 60'852 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 100.62 % | 101.42 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'372 CHF | 60'852 CHF | 100.00% | 100.00% |
03.07.2024 | 0.79% | 100.61 % | 101.41 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'366 CHF | 60'846 CHF | 100.00% | 100.00% |
02.07.2024 | 0.79% | 100.61 % | 101.41 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'366 CHF | 60'846 CHF | 99.79% | 99.79% |