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 | 0.69% | 100.40 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'400 CHF | 101'100 CHF | 87.35% | 87.35% |
12.07.2024 | 0.79% | 100.40 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'400 CHF | 101'200 CHF | 88.64% | 88.64% |
11.07.2024 | 0.79% | 100.40 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'400 CHF | 101'200 CHF | 98.45% | 98.45% |
10.07.2024 | 0.79% | 100.40 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'400 CHF | 101'200 CHF | 97.46% | 97.46% |
09.07.2024 | 0.79% | 100.40 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'400 CHF | 101'200 CHF | 98.08% | 98.08% |
08.07.2024 | 0.80% | 100.40 % | 101.20 % | 100'000 | 100'000 | 99'611 | 99'611 | 100'008 CHF | 100'807 CHF | 95.83% | 95.83% |
05.07.2024 | 1.29% | 100.20 % | 101.50 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'100 CHF | 50'750 CHF | 97.28% | 97.28% |
04.07.2024 | 1.29% | 100.20 % | 101.50 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'100 CHF | 50'750 CHF | 97.25% | 97.25% |
03.07.2024 | 1.29% | 100.20 % | 101.50 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'100 CHF | 50'750 CHF | 94.51% | 94.51% |
02.07.2024 | 1.20% | 100.20 % | 101.50 % | 50'000 | 50'000 | 58'643 | 58'643 | 58'812 CHF | 59'488 CHF | 76.53% | 76.53% |