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 | 1.07% | 92.65 % | 93.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'956 CHF | 93'956 CHF | 98.48% | 98.48% |
12.07.2024 | 1.07% | 93.50 % | 94.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'161 CHF | 94'161 CHF | 81.97% | 81.97% |
11.07.2024 | 1.07% | 93.25 % | 94.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'933 CHF | 93'933 CHF | 98.59% | 98.59% |
10.07.2024 | 1.08% | 92.25 % | 93.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'043 CHF | 93'043 CHF | 86.84% | 86.84% |
09.07.2024 | 1.09% | 91.30 % | 92.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'630 CHF | 92'630 CHF | 99.20% | 99.20% |
08.07.2024 | 1.08% | 92.05 % | 93.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'299 CHF | 93'299 CHF | 98.38% | 98.38% |
05.07.2024 | 1.08% | 91.85 % | 92.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'161 CHF | 93'161 CHF | 97.92% | 97.92% |
04.07.2024 | 1.09% | 91.35 % | 92.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'948 CHF | 91'948 CHF | 92.46% | 92.46% |
03.07.2024 | 1.11% | 89.90 % | 90.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'859 CHF | 90'859 CHF | 97.62% | 97.62% |
02.07.2024 | 1.13% | 88.60 % | 89.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'204 CHF | 89'204 CHF | 100.00% | 100.00% |