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 | 0.99% | 100.70 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'703 CHF | 101'703 CHF | 98.49% | 98.49% |
12.07.2024 | 0.99% | 100.70 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'727 CHF | 101'727 CHF | 81.97% | 81.97% |
11.07.2024 | 0.99% | 100.70 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'662 CHF | 101'662 CHF | 98.59% | 98.59% |
10.07.2024 | 0.99% | 100.70 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'660 CHF | 101'660 CHF | 62.66% | 62.66% |
09.07.2024 | 0.99% | 100.60 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'691 CHF | 101'691 CHF | 99.20% | 99.20% |
08.07.2024 | 0.99% | 100.70 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'752 CHF | 101'752 CHF | 98.38% | 98.38% |
05.07.2024 | 0.99% | 100.80 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'799 CHF | 101'799 CHF | 98.52% | 98.52% |
04.07.2024 | 0.99% | 100.80 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'800 CHF | 101'800 CHF | 96.99% | 96.99% |
03.07.2024 | 0.99% | 100.80 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'750 CHF | 101'750 CHF | 97.62% | 97.62% |
02.07.2024 | 0.99% | 100.70 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'658 CHF | 101'658 CHF | 99.64% | 99.64% |