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 | 0.98% | 101.20 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'383 CHF | 102'383 CHF | 98.49% | 98.49% |
12.07.2024 | 0.98% | 101.40 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'270 CHF | 102'270 CHF | 81.97% | 81.97% |
11.07.2024 | 0.99% | 101.00 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'814 CHF | 101'814 CHF | 98.59% | 98.59% |
10.07.2024 | 0.98% | 100.90 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'109 CHF | 102'109 CHF | 62.60% | 62.60% |
09.07.2024 | 0.98% | 101.60 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'453 CHF | 102'453 CHF | 99.20% | 99.20% |
08.07.2024 | 0.98% | 101.50 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'528 CHF | 102'528 CHF | 98.38% | 98.38% |
05.07.2024 | 0.98% | 101.60 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'655 CHF | 102'655 CHF | 98.52% | 98.52% |
04.07.2024 | 0.98% | 101.70 % | 102.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'724 CHF | 102'724 CHF | 96.99% | 96.99% |
03.07.2024 | 0.98% | 101.80 % | 102.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'770 CHF | 102'770 CHF | 97.62% | 97.62% |
02.07.2024 | 0.98% | 101.70 % | 102.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'715 CHF | 102'715 CHF | 11.25% | 100.00% |