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 | 0.92% | 101.80 % | 102.50 % | 100'000 | 100'000 | 80'202 | 80'202 | 81'587 CHF | 82'267 CHF | 43.24% | 43.24% |
12.07.2024 | 1.27% | 101.50 % | 102.80 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'750 CHF | 51'400 CHF | 98.36% | 98.36% |
11.07.2024 | 0.78% | 101.80 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'800 CHF | 102'600 CHF | 97.61% | 97.61% |
10.07.2024 | 0.78% | 101.80 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'800 CHF | 102'600 CHF | 99.27% | 99.27% |
09.07.2024 | 0.78% | 101.80 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'800 CHF | 102'600 CHF | 93.76% | 93.76% |
08.07.2024 | 0.78% | 101.80 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'800 CHF | 102'600 CHF | 99.68% | 99.68% |
05.07.2024 | 0.68% | 101.90 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'900 CHF | 102'600 CHF | 98.86% | 98.86% |
04.07.2024 | 0.68% | 101.90 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'900 CHF | 102'600 CHF | 80.33% | 80.33% |
03.07.2024 | 0.68% | 101.90 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'900 CHF | 102'600 CHF | 99.71% | 99.71% |
02.07.2024 | 0.68% | 101.90 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'900 CHF | 102'600 CHF | 98.75% | 98.75% |