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 | 1.22% | 81.50 % | 82.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 81'445 CHF | 82'445 CHF | 77.42% | 77.42% |
12.07.2024 | 1.10% | 91.00 % | 92.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'505 CHF | 91'505 CHF | 81.97% | 81.97% |
11.07.2024 | 1.11% | 89.90 % | 90.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'600 CHF | 90'600 CHF | 98.59% | 98.59% |
10.07.2024 | 1.13% | 88.55 % | 89.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'066 CHF | 89'066 CHF | 86.84% | 86.84% |
09.07.2024 | 1.13% | 87.45 % | 88.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'282 CHF | 89'282 CHF | 99.19% | 99.19% |
08.07.2024 | 1.12% | 88.70 % | 89.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'109 CHF | 90'109 CHF | 98.38% | 98.38% |
05.07.2024 | 1.10% | 89.25 % | 90.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'578 CHF | 91'578 CHF | 98.52% | 98.52% |
04.07.2024 | 1.11% | 90.15 % | 91.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'856 CHF | 90'856 CHF | 96.99% | 96.99% |
03.07.2024 | 1.12% | 89.45 % | 90.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'999 CHF | 89'999 CHF | 97.62% | 97.62% |
02.07.2024 | 1.14% | 88.20 % | 89.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'426 CHF | 88'426 CHF | 100.00% | 100.00% |