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 | 0.80% | 197.00 % | 198.58 % | 100'000 | 100'000 | 100'000 | 100'000 | 198'870 CHF | 200'467 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 196.97 % | 198.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 196'836 CHF | 198'416 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 196.81 % | 198.39 % | 100'000 | 100'000 | 100'000 | 100'000 | 198'353 CHF | 199'946 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 195.87 % | 197.44 % | 100'000 | 100'000 | 100'000 | 100'000 | 194'420 CHF | 195'982 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 194.49 % | 196.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 195'037 CHF | 196'603 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 193.43 % | 194.98 % | 100'000 | 100'000 | 100'000 | 100'000 | 191'490 CHF | 193'027 CHF | 99.84% | 99.84% |
05.07.2024 | 0.80% | 186.48 % | 187.98 % | 100'000 | 100'000 | 100'000 | 100'000 | 187'763 CHF | 189'271 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 189.20 % | 190.72 % | 100'000 | 100'000 | 100'000 | 100'000 | 188'816 CHF | 190'333 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 186.32 % | 187.82 % | 100'000 | 100'000 | 100'000 | 100'000 | 186'277 CHF | 187'773 CHF | 99.60% | 99.60% |
02.07.2024 | 0.80% | 189.93 % | 191.46 % | 100'000 | 100'000 | 100'000 | 100'000 | 188'787 CHF | 190'303 CHF | 100.00% | 100.00% |