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 | 0.75% | 100.80 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'853 CHF | 100'607 CHF | 45.92% | 45.92% |
12.07.2024 | 0.75% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'880 CHF | 101'635 CHF | 92.70% | 92.70% |
11.07.2024 | 0.74% | 100.90 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'882 CHF | 101'629 CHF | 94.50% | 94.50% |
10.07.2024 | 0.76% | 100.60 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'631 CHF | 101'396 CHF | 98.65% | 98.65% |
09.07.2024 | 0.76% | 100.40 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'487 CHF | 101'249 CHF | 88.54% | 88.54% |
08.07.2024 | 0.75% | 100.60 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'594 CHF | 101'349 CHF | 100.00% | 100.00% |
05.07.2024 | 0.75% | 100.60 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'606 CHF | 101'363 CHF | 81.10% | 81.10% |
04.07.2024 | 0.75% | 100.70 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'645 CHF | 101'405 CHF | 87.58% | 87.58% |
03.07.2024 | 0.74% | 100.50 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'489 CHF | 101'239 CHF | 98.95% | 98.95% |
02.07.2024 | 0.75% | 100.20 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'120 CHF | 100'871 CHF | 94.30% | 94.30% |