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% | 100.80 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'642 CHF | 101'642 CHF | 98.49% | 98.49% |
12.07.2024 | 0.99% | 100.80 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'728 CHF | 101'728 CHF | 81.97% | 81.97% |
11.07.2024 | 0.99% | 100.80 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'791 CHF | 101'791 CHF | 98.59% | 98.59% |
10.07.2024 | 0.99% | 100.70 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'721 CHF | 101'721 CHF | 89.63% | 89.63% |
09.07.2024 | 0.99% | 100.80 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'792 CHF | 101'792 CHF | 99.20% | 99.20% |
08.07.2024 | 0.99% | 100.80 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'781 CHF | 101'781 CHF | 98.38% | 98.38% |
05.07.2024 | 0.99% | 100.80 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'952 CHF | 101'952 CHF | 98.52% | 98.52% |
04.07.2024 | 0.99% | 100.80 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'829 CHF | 101'829 CHF | 96.99% | 96.99% |
03.07.2024 | 0.99% | 100.90 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'919 CHF | 101'919 CHF | 97.62% | 97.62% |
02.07.2024 | 0.99% | 100.90 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'788 CHF | 101'788 CHF | 100.00% | 100.00% |