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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 1.12% | 89.21 % | 90.21 % | 100'000 | 10'000 | 100'000 | 10'000 | 88'585 CHF | 8'959 CHF | 100.00% | 100.00% |
11.07.2024 | 1.13% | 87.82 % | 88.82 % | 100'000 | 10'000 | 100'000 | 10'000 | 87'711 CHF | 8'871 CHF | 100.00% | 100.00% |
10.07.2024 | 1.15% | 87.04 % | 88.04 % | 100'000 | 10'000 | 100'000 | 10'000 | 86'544 CHF | 8'754 CHF | 100.00% | 100.00% |
09.07.2024 | 1.14% | 86.65 % | 87.65 % | 100'000 | 10'000 | 100'000 | 10'000 | 87'372 CHF | 8'837 CHF | 100.00% | 100.00% |
08.07.2024 | 1.13% | 87.44 % | 88.44 % | 100'000 | 10'000 | 100'000 | 10'000 | 87'731 CHF | 8'873 CHF | 100.00% | 100.00% |
05.07.2024 | 1.12% | 87.70 % | 88.70 % | 100'000 | 10'000 | 100'000 | 10'000 | 89'107 CHF | 9'011 CHF | 100.00% | 100.00% |
04.07.2024 | 1.13% | 88.59 % | 89.59 % | 100'000 | 10'000 | 100'000 | 10'000 | 88'327 CHF | 8'933 CHF | 100.00% | 100.00% |
03.07.2024 | 1.14% | 87.90 % | 88.90 % | 100'000 | 10'000 | 100'000 | 10'000 | 87'573 CHF | 8'857 CHF | 97.64% | 97.64% |
02.07.2024 | 1.15% | 86.91 % | 87.91 % | 100'000 | 10'000 | 100'000 | 10'000 | 86'099 CHF | 8'710 CHF | 100.00% | 100.00% |
01.07.2024 | 1.14% | 86.74 % | 87.74 % | 100'000 | 10'000 | 100'000 | 10'000 | 86'893 CHF | 8'789 CHF | 100.00% | 100.00% |