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 | 0.75% | 101.10 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'191 CHF | 101'958 CHF | 82.13% | 82.13% |
12.07.2024 | 0.77% | 101.20 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'200 CHF | 101'987 CHF | 87.00% | 87.00% |
11.07.2024 | 0.75% | 101.20 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'205 CHF | 101'969 CHF | 91.65% | 91.65% |
10.07.2024 | 0.78% | 101.20 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'105 CHF | 101'900 CHF | 99.39% | 99.39% |
09.07.2024 | 1.14% | 101.10 % | 101.80 % | 100'000 | 100'000 | 59'498 | 59'498 | 60'054 CHF | 60'707 CHF | 97.99% | 97.99% |
08.07.2024 | 0.77% | 101.10 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'094 CHF | 101'871 CHF | 100.00% | 100.00% |
05.07.2024 | 0.74% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'932 CHF | 101'681 CHF | 99.53% | 99.53% |
04.07.2024 | 0.76% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'018 CHF | 101'794 CHF | 99.58% | 99.58% |
03.07.2024 | 0.73% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'942 CHF | 101'686 CHF | 99.50% | 99.50% |
02.07.2024 | 0.73% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'029 CHF | 101'769 CHF | 98.29% | 98.29% |