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 | 1.11% | 89.70 % | 90.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'746 CHF | 90'746 CHF | 48.84% | 48.84% |
12.07.2024 | 1.12% | 88.90 % | 89.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'759 CHF | 89'759 CHF | 81.97% | 81.97% |
11.07.2024 | 1.13% | 87.55 % | 88.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'944 CHF | 88'944 CHF | 98.53% | 98.53% |
10.07.2024 | 1.16% | 86.05 % | 87.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'590 CHF | 86'590 CHF | 58.03% | 58.03% |
09.07.2024 | 1.16% | 84.00 % | 85.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'593 CHF | 86'593 CHF | 99.20% | 99.20% |
08.07.2024 | 1.15% | 86.35 % | 87.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'404 CHF | 87'404 CHF | 95.74% | 95.74% |
05.07.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
04.07.2024 | 1.16% | 85.00 % | 86.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'340 CHF | 86'340 CHF | 96.99% | 96.99% |
03.07.2024 | 1.16% | 85.60 % | 86.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'688 CHF | 86'688 CHF | 97.62% | 97.62% |
02.07.2024 | 1.15% | 85.35 % | 86.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'377 CHF | 87'377 CHF | 99.90% | 99.90% |