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 | 0.79% | 100.70 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'700 CHF | 101'500 CHF | 44.81% | 44.81% |
12.07.2024 | 0.69% | 100.80 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'800 CHF | 101'500 CHF | 91.07% | 91.07% |
11.07.2024 | 0.69% | 100.80 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'800 CHF | 101'500 CHF | 2.71% | 2.71% |
10.07.2024 | 0.79% | 100.70 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'700 CHF | 101'500 CHF | 92.42% | 92.42% |
09.07.2024 | 0.69% | 100.80 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'798 CHF | 101'500 CHF | 94.84% | 94.84% |
08.07.2024 | 0.70% | 100.80 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'800 CHF | 101'505 CHF | 97.48% | 97.48% |
05.07.2024 | 0.79% | 100.80 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'800 CHF | 101'600 CHF | 97.69% | 97.69% |
04.07.2024 | 0.79% | 100.80 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'800 CHF | 101'600 CHF | 99.13% | 99.13% |
03.07.2024 | 0.79% | 100.80 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'800 CHF | 101'600 CHF | 96.04% | 96.04% |
02.07.2024 | 0.79% | 100.80 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'800 CHF | 101'595 CHF | 98.94% | 98.94% |