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 | 0.98% | 100.80 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'079 CHF | 102'079 CHF | 98.48% | 98.48% |
12.07.2024 | 0.99% | 100.90 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'914 CHF | 101'914 CHF | 81.97% | 81.97% |
11.07.2024 | 0.99% | 101.00 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'989 CHF | 101'989 CHF | 98.59% | 98.59% |
10.07.2024 | 0.99% | 100.90 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'833 CHF | 101'833 CHF | 89.64% | 89.64% |
09.07.2024 | 0.99% | 100.90 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'848 CHF | 101'848 CHF | 99.20% | 99.20% |
08.07.2024 | 0.99% | 100.90 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'838 CHF | 101'838 CHF | 98.38% | 98.38% |
05.07.2024 | 0.99% | 100.90 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'959 CHF | 101'959 CHF | 98.52% | 98.52% |
04.07.2024 | 0.99% | 101.00 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'922 CHF | 101'922 CHF | 96.99% | 96.99% |
03.07.2024 | 0.99% | 100.90 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'947 CHF | 101'947 CHF | 97.62% | 97.62% |
02.07.2024 | 0.99% | 100.80 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'799 CHF | 101'799 CHF | 100.00% | 100.00% |