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 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'278 CHF | 101'278 CHF | 98.49% | 98.49% |
12.07.2024 | 1.00% | 99.80 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'684 CHF | 100'689 CHF | 81.94% | 81.94% |
11.07.2024 | 0.99% | 100.10 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'288 CHF | 101'288 CHF | 98.32% | 98.32% |
10.07.2024 | 0.99% | 100.40 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'663 CHF | 101'663 CHF | 86.91% | 86.91% |
09.07.2024 | 0.99% | 100.90 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'744 CHF | 101'744 CHF | 99.19% | 99.19% |
08.07.2024 | 0.99% | 101.00 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'679 CHF | 101'679 CHF | 98.38% | 98.38% |
05.07.2024 | 0.99% | 100.90 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'815 CHF | 101'815 CHF | 98.52% | 98.52% |
04.07.2024 | 0.99% | 100.70 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'711 CHF | 101'711 CHF | 96.98% | 96.98% |
03.07.2024 | 0.99% | 100.60 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'703 CHF | 101'703 CHF | 97.61% | 97.61% |
02.07.2024 | 1.00% | 100.40 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'867 CHF | 100'873 CHF | 100.00% | 100.00% |