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 | 0.96% | 103.20 % | 104.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'200 CHF | 104'200 CHF | 98.59% | 98.59% |
12.07.2024 | 0.97% | 103.10 % | 104.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'100 CHF | 104'100 CHF | 82.77% | 82.77% |
11.07.2024 | 0.97% | 103.10 % | 104.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'965 CHF | 103'965 CHF | 99.52% | 99.52% |
10.07.2024 | 0.97% | 102.90 % | 103.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'813 CHF | 103'813 CHF | 89.88% | 89.88% |
09.07.2024 | 0.97% | 102.80 % | 103.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'862 CHF | 103'862 CHF | 99.20% | 99.20% |
08.07.2024 | 0.97% | 102.90 % | 103.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'825 CHF | 103'825 CHF | 98.44% | 98.44% |
05.07.2024 | 0.97% | 102.80 % | 103.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'799 CHF | 103'799 CHF | 98.52% | 98.52% |
04.07.2024 | 0.97% | 102.70 % | 103.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'541 CHF | 103'541 CHF | 99.97% | 99.97% |
03.07.2024 | 0.97% | 102.50 % | 103.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'405 CHF | 103'405 CHF | 98.94% | 98.94% |
02.07.2024 | 0.97% | 102.40 % | 103.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'412 CHF | 103'412 CHF | 100.00% | 100.00% |