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 | 0.97% | 100.40 % | 101.20 % | 100'000 | 100'000 | 77'887 | 77'887 | 78'154 CHF | 78'866 CHF | 63.10% | 63.10% |
12.07.2024 | 1.29% | 100.20 % | 101.50 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'100 CHF | 50'750 CHF | 96.46% | 96.46% |
11.07.2024 | 0.69% | 100.50 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'500 CHF | 101'200 CHF | 97.30% | 97.30% |
10.07.2024 | 0.69% | 100.50 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'500 CHF | 101'200 CHF | 98.23% | 98.23% |
09.07.2024 | 0.69% | 100.50 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'500 CHF | 101'200 CHF | 93.49% | 93.49% |
08.07.2024 | 0.79% | 100.50 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'500 CHF | 101'300 CHF | 98.44% | 98.44% |
05.07.2024 | 0.79% | 100.50 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'500 CHF | 101'300 CHF | 98.12% | 98.12% |
04.07.2024 | 0.69% | 100.60 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'600 CHF | 101'300 CHF | 79.81% | 79.81% |
03.07.2024 | 0.69% | 100.60 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'600 CHF | 101'300 CHF | 96.70% | 96.70% |
02.07.2024 | 0.69% | 100.60 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'600 CHF | 101'300 CHF | 85.00% | 85.00% |