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 | 1.18% | 82.90 % | 83.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'296 CHF | 85'296 CHF | 98.42% | 98.42% |
12.07.2024 | 1.17% | 83.45 % | 84.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'691 CHF | 85'691 CHF | 81.94% | 81.94% |
11.07.2024 | 1.17% | 86.15 % | 87.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'001 CHF | 86'001 CHF | 98.38% | 98.38% |
10.07.2024 | 1.17% | 84.85 % | 85.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'754 CHF | 85'754 CHF | 86.90% | 86.90% |
09.07.2024 | 1.16% | 85.45 % | 86.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'893 CHF | 86'893 CHF | 99.14% | 99.14% |
08.07.2024 | 1.15% | 88.30 % | 89.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'701 CHF | 87'701 CHF | 98.37% | 98.37% |
05.07.2024 | 1.16% | 85.75 % | 86.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'435 CHF | 86'435 CHF | 98.09% | 98.09% |
04.07.2024 | 1.16% | 85.40 % | 86.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'642 CHF | 86'642 CHF | 96.98% | 96.98% |
03.07.2024 | 1.16% | 85.35 % | 86.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'028 CHF | 87'028 CHF | 97.61% | 97.61% |
02.07.2024 | 1.15% | 86.70 % | 87.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'216 CHF | 87'216 CHF | 99.95% | 99.95% |