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 | 0.80% | 99.40 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'395 CHF | 100'195 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 99.90 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'811 CHF | 100'610 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 99.80 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'457 CHF | 100'457 CHF | 100.00% | 100.00% |
10.07.2024 | 1.00% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'628 CHF | 100'628 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 100.40 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'688 CHF | 101'488 CHF | 99.59% | 99.59% |
08.07.2024 | 0.79% | 100.80 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'787 CHF | 101'587 CHF | 100.00% | 100.00% |
05.07.2024 | 0.79% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'844 CHF | 101'644 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 100.50 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'422 CHF | 101'222 CHF | 99.45% | 99.45% |
03.07.2024 | 0.80% | 100.40 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'886 CHF | 100'686 CHF | 100.00% | 100.00% |
02.07.2024 | 0.80% | 99.90 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'910 CHF | 100'710 CHF | 100.00% | 100.00% |