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 | 0.92% | 100.80 % | 102.10 % | 50'000 | 50'000 | 82'743 | 82'743 | 83'575 CHF | 84'284 CHF | 37.32% | 37.32% |
12.07.2024 | 0.72% | 101.20 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'173 CHF | 101'900 CHF | 98.91% | 98.91% |
11.07.2024 | 0.71% | 101.20 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'174 CHF | 101'900 CHF | 94.28% | 94.28% |
10.07.2024 | 0.73% | 101.10 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'100 CHF | 101'845 CHF | 90.36% | 90.36% |
09.07.2024 | 0.78% | 101.10 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'100 CHF | 101'896 CHF | 100.00% | 100.00% |
08.07.2024 | 0.79% | 101.10 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'100 CHF | 101'900 CHF | 100.00% | 100.00% |
05.07.2024 | 0.76% | 101.20 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'200 CHF | 101'976 CHF | 98.86% | 98.86% |
04.07.2024 | 0.79% | 101.20 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'200 CHF | 102'000 CHF | 98.11% | 98.11% |
03.07.2024 | 0.79% | 101.20 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'200 CHF | 102'000 CHF | 99.82% | 99.82% |
02.07.2024 | 0.78% | 101.20 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'207 CHF | 102'000 CHF | 100.00% | 100.00% |