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 | 0.98% | 101.10 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'325 CHF | 102'325 CHF | 98.48% | 98.48% |
12.07.2024 | 0.98% | 101.20 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'102 CHF | 102'102 CHF | 81.96% | 81.96% |
11.07.2024 | 0.98% | 101.30 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'193 CHF | 102'193 CHF | 98.59% | 98.59% |
10.07.2024 | 0.98% | 101.10 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'184 CHF | 102'184 CHF | 86.85% | 86.85% |
09.07.2024 | 0.98% | 101.20 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'275 CHF | 102'275 CHF | 99.15% | 99.15% |
08.07.2024 | 0.98% | 101.10 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'203 CHF | 102'203 CHF | 98.38% | 98.38% |
05.07.2024 | 0.98% | 101.50 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'599 CHF | 102'599 CHF | 98.52% | 98.52% |
04.07.2024 | 0.98% | 101.80 % | 102.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'825 CHF | 102'825 CHF | 96.98% | 96.98% |
03.07.2024 | 0.98% | 101.80 % | 102.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'750 CHF | 102'750 CHF | 97.62% | 97.62% |
02.07.2024 | 0.98% | 101.60 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'545 CHF | 102'545 CHF | 100.00% | 100.00% |