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 | 1.27% | 101.40 % | 102.70 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'700 CHF | 51'350 CHF | 89.02% | 89.02% |
12.07.2024 | 0.76% | 101.70 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'700 CHF | 102'475 CHF | 99.38% | 99.38% |
11.07.2024 | 0.78% | 101.70 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'700 CHF | 102'500 CHF | 99.16% | 99.16% |
10.07.2024 | 0.78% | 101.70 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'700 CHF | 102'500 CHF | 100.00% | 100.00% |
09.07.2024 | 0.69% | 101.80 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'800 CHF | 102'500 CHF | 100.00% | 100.00% |
08.07.2024 | 0.69% | 101.80 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'800 CHF | 102'500 CHF | 100.00% | 100.00% |
05.07.2024 | 0.78% | 101.80 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'800 CHF | 102'600 CHF | 32.34% | 32.34% |
04.07.2024 | 0.78% | 101.80 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'800 CHF | 102'600 CHF | 48.61% | 48.61% |
03.07.2024 | 0.78% | 101.80 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'800 CHF | 102'600 CHF | 66.98% | 66.98% |
02.07.2024 | 0.76% | 101.90 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'819 CHF | 102'600 CHF | 96.34% | 96.34% |