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 | 1.64% | 60.05 % | 61.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 60'505 CHF | 61'505 CHF | 37.35% | 37.35% |
12.07.2024 | 1.09% | 92.10 % | 93.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'105 CHF | 92'105 CHF | 81.97% | 81.97% |
11.07.2024 | 1.11% | 89.40 % | 90.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'196 CHF | 90'196 CHF | 96.46% | 96.46% |
10.07.2024 | 1.16% | 87.45 % | 88.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'091 CHF | 87'091 CHF | 59.79% | 59.79% |
09.07.2024 | 1.13% | 86.00 % | 87.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'724 CHF | 88'724 CHF | 99.20% | 99.20% |
08.07.2024 | 1.12% | 88.05 % | 89.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'784 CHF | 89'784 CHF | 96.01% | 96.01% |
05.07.2024 | 1.09% | 87.90 % | 88.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'035 CHF | 92'035 CHF | 98.52% | 98.52% |
04.07.2024 | 1.11% | 90.00 % | 91.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'511 CHF | 90'511 CHF | 96.99% | 96.99% |
03.07.2024 | 1.13% | 88.35 % | 89.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'773 CHF | 88'773 CHF | 97.62% | 97.62% |
02.07.2024 | 1.18% | 86.60 % | 87.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'424 CHF | 85'424 CHF | 99.89% | 99.89% |