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 | 1.02% | 97.62 % | 98.62 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'759 CHF | 98'759 CHF | 100.00% | 100.00% |
12.07.2024 | 1.02% | 97.76 % | 98.76 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'641 CHF | 98'641 CHF | 100.00% | 100.00% |
11.07.2024 | 1.02% | 97.45 % | 98.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'432 CHF | 98'432 CHF | 100.00% | 100.00% |
10.07.2024 | 1.02% | 97.39 % | 98.39 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'114 CHF | 98'114 CHF | 96.92% | 96.92% |
09.07.2024 | 1.02% | 97.03 % | 98.03 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'165 CHF | 98'165 CHF | 100.00% | 100.00% |
08.07.2024 | 1.03% | 97.03 % | 98.03 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'057 CHF | 98'057 CHF | 100.00% | 100.00% |
05.07.2024 | 1.02% | 96.92 % | 97.92 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'111 CHF | 98'111 CHF | 100.00% | 100.00% |
04.07.2024 | 1.03% | 96.99 % | 97.99 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'899 CHF | 97'899 CHF | 100.00% | 100.00% |
03.07.2024 | 1.03% | 96.96 % | 97.96 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'952 CHF | 97'952 CHF | 97.63% | 97.63% |
02.07.2024 | 1.03% | 96.99 % | 97.99 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'793 CHF | 97'793 CHF | 100.00% | 100.00% |