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 | 1.13% | 87.55 % | 88.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'171 CHF | 89'171 CHF | 15.99% | 15.99% |
12.07.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
11.07.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
10.07.2024 | 1.04% | 96.35 % | 97.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'912 CHF | 96'912 CHF | 86.83% | 86.83% |
09.07.2024 | 1.03% | 95.65 % | 96.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'183 CHF | 97'183 CHF | 99.20% | 99.20% |
08.07.2024 | 1.03% | 96.10 % | 97.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'607 CHF | 97'607 CHF | 96.01% | 96.01% |
05.07.2024 | 1.02% | 96.05 % | 97.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'210 CHF | 98'210 CHF | 98.52% | 98.52% |
04.07.2024 | 1.03% | 97.00 % | 98.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'846 CHF | 97'846 CHF | 96.99% | 96.99% |
03.07.2024 | 1.03% | 96.50 % | 97.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'332 CHF | 97'332 CHF | 97.62% | 97.62% |
02.07.2024 | 1.05% | 95.95 % | 96.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'145 CHF | 96'145 CHF | 100.00% | 100.00% |