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 | 0.99% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'494 CHF | 101'494 CHF | 98.48% | 98.48% |
12.07.2024 | 0.99% | 100.40 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'400 CHF | 101'400 CHF | 81.96% | 81.96% |
11.07.2024 | 0.99% | 100.40 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'397 CHF | 101'397 CHF | 98.59% | 98.59% |
10.07.2024 | 0.99% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'286 CHF | 101'286 CHF | 59.83% | 59.83% |
09.07.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'256 CHF | 101'256 CHF | 99.20% | 99.20% |
08.07.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'228 CHF | 101'228 CHF | 98.38% | 98.38% |
05.07.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'199 CHF | 101'199 CHF | 98.52% | 98.52% |
04.07.2024 | 0.99% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'295 CHF | 101'295 CHF | 96.99% | 96.99% |
03.07.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'184 CHF | 101'184 CHF | 97.62% | 97.62% |
02.07.2024 | 0.99% | 100.10 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'111 CHF | 101'111 CHF | 100.00% | 100.00% |