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% | 100.70 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'810 CHF | 101'810 CHF | 98.48% | 98.48% |
12.07.2024 | 0.98% | 101.30 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'128 CHF | 102'128 CHF | 81.81% | 81.81% |
11.07.2024 | 0.99% | 100.80 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'818 CHF | 101'818 CHF | 98.58% | 98.58% |
10.07.2024 | 0.99% | 100.60 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'629 CHF | 101'629 CHF | 86.67% | 86.67% |
09.07.2024 | 0.99% | 100.70 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'945 CHF | 101'945 CHF | 99.19% | 99.19% |
08.07.2024 | 0.99% | 100.50 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'634 CHF | 101'634 CHF | 98.22% | 98.22% |
05.07.2024 | 0.98% | 101.00 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'062 CHF | 102'062 CHF | 98.52% | 98.52% |
04.07.2024 | 0.98% | 101.30 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'303 CHF | 102'303 CHF | 96.98% | 96.98% |
03.07.2024 | 0.98% | 101.20 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'227 CHF | 102'227 CHF | 97.61% | 97.61% |
02.07.2024 | 0.99% | 100.40 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'279 CHF | 101'279 CHF | 100.00% | 100.00% |