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 | 1.03% | 96.40 % | 97.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'568 CHF | 97'568 CHF | 98.49% | 98.49% |
12.07.2024 | 1.03% | 96.85 % | 97.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'724 CHF | 97'724 CHF | 81.94% | 81.94% |
11.07.2024 | 1.03% | 96.75 % | 97.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'612 CHF | 97'612 CHF | 98.58% | 98.58% |
10.07.2024 | 1.03% | 96.25 % | 97.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'129 CHF | 97'129 CHF | 86.84% | 86.84% |
09.07.2024 | 1.04% | 95.75 % | 96.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'904 CHF | 96'904 CHF | 99.19% | 99.19% |
08.07.2024 | 1.03% | 96.10 % | 97.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'246 CHF | 97'246 CHF | 98.38% | 98.38% |
05.07.2024 | 1.04% | 95.95 % | 96.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'083 CHF | 97'083 CHF | 98.52% | 98.52% |
04.07.2024 | 1.04% | 95.65 % | 96.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'406 CHF | 96'406 CHF | 96.98% | 96.98% |
03.07.2024 | 1.05% | 94.85 % | 95.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'895 CHF | 95'895 CHF | 97.61% | 97.61% |
02.07.2024 | 1.06% | 94.30 % | 95.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'083 CHF | 95'083 CHF | 100.00% | 100.00% |