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% | 101.15 % | 101.95 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'925 CHF | 61'410 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 101.86 % | 102.67 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'084 CHF | 61'570 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 101.66 % | 102.47 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'089 CHF | 61'575 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 101.58 % | 102.39 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'895 CHF | 61'379 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 101.70 % | 102.51 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'098 CHF | 61'584 CHF | 100.00% | 100.00% |
08.07.2024 | 0.79% | 101.75 % | 102.56 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'942 CHF | 61'428 CHF | 100.00% | 100.00% |
05.07.2024 | 0.79% | 101.71 % | 102.52 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'173 CHF | 61'659 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 102.17 % | 102.98 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'293 CHF | 61'779 CHF | 100.00% | 100.00% |
03.07.2024 | 0.79% | 102.08 % | 102.89 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'075 CHF | 61'561 CHF | 100.00% | 100.00% |
02.07.2024 | 0.79% | 100.98 % | 101.78 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'570 CHF | 61'050 CHF | 99.79% | 99.79% |