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 | 0.90% | 110.00 % | 111.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 110'509 CHF | 111'509 CHF | 98.49% | 98.49% |
12.07.2024 | 0.90% | 111.30 % | 112.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 110'714 CHF | 111'714 CHF | 81.96% | 81.96% |
11.07.2024 | 0.91% | 110.70 % | 111.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 109'155 CHF | 110'155 CHF | 98.59% | 98.59% |
10.07.2024 | 0.92% | 108.00 % | 109.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 107'983 CHF | 108'983 CHF | 41.47% | 41.47% |
09.07.2024 | 0.94% | 106.10 % | 107.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 106'307 CHF | 107'307 CHF | 6.04% | 6.04% |
08.07.2024 | 0.91% | 109.40 % | 110.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 109'860 CHF | 110'860 CHF | 98.38% | 98.38% |
05.07.2024 | 0.89% | 110.80 % | 111.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 111'382 CHF | 112'382 CHF | 98.52% | 98.52% |
04.07.2024 | 0.90% | 110.90 % | 111.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 111'133 CHF | 112'133 CHF | 96.98% | 96.98% |
03.07.2024 | 0.90% | 111.00 % | 112.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 110'679 CHF | 111'679 CHF | 97.62% | 97.62% |
02.07.2024 | 0.92% | 109.30 % | 110.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 108'538 CHF | 109'538 CHF | 100.00% | 100.00% |