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 | 0.99% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'378 CHF | 101'378 CHF | 98.49% | 98.49% |
12.07.2024 | 0.99% | 100.40 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'400 CHF | 101'400 CHF | 81.98% | 81.98% |
11.07.2024 | 0.99% | 100.40 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'352 CHF | 101'352 CHF | 98.59% | 98.59% |
10.07.2024 | 0.99% | 100.40 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'302 CHF | 101'302 CHF | 89.64% | 89.64% |
09.07.2024 | 0.99% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'340 CHF | 101'340 CHF | 99.20% | 99.20% |
08.07.2024 | 0.99% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'371 CHF | 101'371 CHF | 98.38% | 98.38% |
05.07.2024 | 0.99% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'356 CHF | 101'356 CHF | 98.52% | 98.52% |
04.07.2024 | 0.99% | 100.40 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'407 CHF | 101'407 CHF | 96.99% | 96.99% |
03.07.2024 | 0.99% | 100.40 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'390 CHF | 101'390 CHF | 97.62% | 97.62% |
02.07.2024 | 0.99% | 100.40 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'290 CHF | 101'290 CHF | 100.00% | 100.00% |