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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.79% | 100.80 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'800 CHF | 101'600 CHF | 96.54% | 96.54% |
24.07.2024 | 0.79% | 100.80 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'800 CHF | 101'600 CHF | 97.41% | 97.41% |
23.07.2024 | 0.78% | 100.80 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'740 CHF | 101'532 CHF | 88.42% | 88.42% |
22.07.2024 | 0.77% | 100.80 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'726 CHF | 101'500 CHF | 97.45% | 97.45% |
19.07.2024 | 0.79% | 100.60 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'603 CHF | 101'397 CHF | 99.25% | 99.25% |
18.07.2024 | 0.72% | 100.70 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'700 CHF | 101'432 CHF | 81.17% | 81.17% |
17.07.2024 | 0.75% | 100.60 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'649 CHF | 101'402 CHF | 92.78% | 92.78% |
16.07.2024 | 0.77% | 100.70 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'700 CHF | 101'478 CHF | 98.93% | 98.93% |
15.07.2024 | 0.74% | 100.60 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'650 CHF | 101'400 CHF | 88.36% | 88.36% |
12.07.2024 | 0.77% | 100.60 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'597 CHF | 101'373 CHF | 99.23% | 99.23% |