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 | 0.99% | 100.60 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'633 CHF | 101'633 CHF | 98.49% | 98.49% |
12.07.2024 | 0.99% | 100.60 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'555 CHF | 101'555 CHF | 81.97% | 81.97% |
11.07.2024 | 0.99% | 100.70 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'669 CHF | 101'669 CHF | 98.59% | 98.59% |
10.07.2024 | 0.99% | 100.60 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'507 CHF | 101'507 CHF | 86.86% | 86.86% |
09.07.2024 | 0.99% | 100.40 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'544 CHF | 101'544 CHF | 99.20% | 99.20% |
08.07.2024 | 0.99% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'500 CHF | 101'500 CHF | 98.38% | 98.38% |
05.07.2024 | 0.99% | 100.80 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'820 CHF | 101'820 CHF | 98.52% | 98.52% |
04.07.2024 | 0.99% | 101.00 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'915 CHF | 101'915 CHF | 96.99% | 96.99% |
03.07.2024 | 0.99% | 100.90 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'840 CHF | 101'840 CHF | 97.62% | 97.62% |
02.07.2024 | 0.99% | 100.60 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'614 CHF | 101'614 CHF | 100.00% | 100.00% |