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 | 0.74% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'900 CHF | 101'648 CHF | 75.90% | 75.90% |
12.07.2024 | 0.69% | 101.00 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'000 CHF | 101'700 CHF | 98.49% | 98.49% |
11.07.2024 | 0.69% | 101.00 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'998 CHF | 101'698 CHF | 94.08% | 94.08% |
10.07.2024 | 0.69% | 101.00 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'000 CHF | 101'700 CHF | 100.00% | 100.00% |
09.07.2024 | 0.69% | 101.00 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'000 CHF | 101'700 CHF | 100.00% | 100.00% |
08.07.2024 | 0.77% | 101.00 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'000 CHF | 101'784 CHF | 94.85% | 94.85% |
05.07.2024 | 0.79% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'000 CHF | 101'800 CHF | 98.86% | 98.86% |
04.07.2024 | 0.79% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'000 CHF | 101'800 CHF | 98.67% | 98.67% |
03.07.2024 | 0.79% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'000 CHF | 101'800 CHF | 99.82% | 99.82% |
02.07.2024 | 0.69% | 101.10 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'100 CHF | 101'800 CHF | 93.13% | 93.13% |