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 | 0.79% | 126.50 % | 127.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 126'433 CHF | 127'433 CHF | 98.49% | 98.49% |
12.07.2024 | 0.79% | 126.30 % | 127.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 126'294 CHF | 127'294 CHF | 81.97% | 81.97% |
11.07.2024 | 0.79% | 126.20 % | 127.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 126'239 CHF | 127'239 CHF | 98.59% | 98.59% |
10.07.2024 | 0.79% | 126.20 % | 127.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 126'154 CHF | 127'154 CHF | 62.66% | 62.66% |
09.07.2024 | 0.79% | 126.10 % | 127.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 126'088 CHF | 127'088 CHF | 99.20% | 99.20% |
08.07.2024 | 0.79% | 126.10 % | 127.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 126'109 CHF | 127'109 CHF | 98.38% | 98.38% |
05.07.2024 | 0.79% | 126.00 % | 127.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 125'984 CHF | 126'984 CHF | 98.52% | 98.52% |
04.07.2024 | 0.79% | 126.00 % | 127.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 126'056 CHF | 127'056 CHF | 96.99% | 96.99% |
03.07.2024 | 0.79% | 126.00 % | 127.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 125'854 CHF | 126'854 CHF | 97.62% | 97.62% |
02.07.2024 | 0.79% | 125.80 % | 126.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 125'704 CHF | 126'704 CHF | 100.00% | 100.00% |