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% | 100.90 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'821 CHF | 100'578 CHF | 45.00% | 45.00% |
12.07.2024 | 0.74% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'895 CHF | 101'648 CHF | 93.45% | 93.45% |
11.07.2024 | 0.76% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'909 CHF | 101'681 CHF | 92.59% | 92.59% |
10.07.2024 | 0.75% | 100.60 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'628 CHF | 101'385 CHF | 98.65% | 98.65% |
09.07.2024 | 0.74% | 100.30 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'450 CHF | 101'200 CHF | 89.34% | 89.34% |
08.07.2024 | 0.75% | 100.50 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'574 CHF | 101'329 CHF | 99.69% | 99.69% |
05.07.2024 | 0.75% | 100.60 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'578 CHF | 101'333 CHF | 81.15% | 81.15% |
04.07.2024 | 0.76% | 100.70 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'613 CHF | 101'383 CHF | 87.58% | 87.58% |
03.07.2024 | 0.74% | 100.50 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'453 CHF | 101'195 CHF | 98.95% | 98.95% |
02.07.2024 | 0.75% | 100.20 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'021 CHF | 100'772 CHF | 94.28% | 94.28% |