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% | 107.00 % | 107.80 % | 100'000 | 100'000 | 29'553 | 29'553 | 31'556 CHF | 31'793 CHF | 100.00% | 100.00% |
12.07.2024 | 0.94% | 106.60 % | 107.60 % | 100'000 | 100'000 | 29'656 | 29'656 | 31'512 CHF | 31'809 CHF | 100.00% | 100.00% |
11.07.2024 | 0.94% | 106.20 % | 107.20 % | 100'000 | 100'000 | 29'582 | 29'582 | 31'464 CHF | 31'760 CHF | 100.00% | 100.00% |
10.07.2024 | 0.75% | 106.60 % | 107.40 % | 100'000 | 100'000 | 29'597 | 29'597 | 31'529 CHF | 31'766 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 106.30 % | 107.10 % | 100'000 | 100'000 | 29'289 | 29'289 | 31'227 CHF | 31'462 CHF | 99.58% | 99.58% |
08.07.2024 | 0.95% | 106.10 % | 107.10 % | 100'000 | 100'000 | 29'493 | 29'493 | 31'318 CHF | 31'613 CHF | 100.00% | 100.00% |
05.07.2024 | 0.95% | 105.80 % | 106.80 % | 500'000 | 500'000 | 147'934 | 147'934 | 155'583 CHF | 157'063 CHF | 100.00% | 100.00% |
04.07.2024 | 0.76% | 104.50 % | 105.30 % | 10'000 | 10'000 | 9'998 | 9'998 | 10'456 CHF | 10'536 CHF | 99.45% | 99.45% |
03.07.2024 | 0.77% | 104.30 % | 105.10 % | 100'000 | 100'000 | 29'828 | 29'828 | 31'119 CHF | 31'358 CHF | 99.03% | 99.03% |
02.07.2024 | 0.95% | 104.50 % | 105.50 % | 100'000 | 100'000 | 29'659 | 29'659 | 30'976 CHF | 31'272 CHF | 100.00% | 100.00% |