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 | 1.00% | 100.00 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'980 CHF | 100'980 CHF | 98.49% | 98.49% |
12.07.2024 | 0.99% | 100.10 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'062 CHF | 101'062 CHF | 81.96% | 81.96% |
11.07.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'080 CHF | 101'080 CHF | 98.59% | 98.59% |
10.07.2024 | 1.00% | 100.10 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'995 CHF | 101'001 CHF | 59.83% | 59.83% |
09.07.2024 | 1.00% | 100.00 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'011 CHF | 101'016 CHF | 99.20% | 99.20% |
08.07.2024 | 1.01% | 100.00 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'978 CHF | 100'989 CHF | 98.38% | 98.38% |
05.07.2024 | 0.99% | 100.00 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'090 CHF | 101'090 CHF | 98.52% | 98.52% |
04.07.2024 | 1.01% | 100.00 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'996 CHF | 101'006 CHF | 96.99% | 96.99% |
03.07.2024 | 0.99% | 100.10 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'087 CHF | 101'087 CHF | 97.62% | 97.62% |
02.07.2024 | 1.00% | 100.10 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'804 CHF | 100'804 CHF | 100.00% | 100.00% |