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 | 0.75% | 100.80 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'972 CHF | 101'734 CHF | 82.45% | 82.45% |
12.07.2024 | 0.77% | 101.10 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'949 CHF | 101'725 CHF | 85.77% | 85.77% |
11.07.2024 | 0.76% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'680 CHF | 101'452 CHF | 88.13% | 88.13% |
10.07.2024 | 0.76% | 100.40 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'292 CHF | 101'058 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 100.10 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'283 CHF | 101'041 CHF | 94.95% | 94.95% |
08.07.2024 | 0.76% | 100.10 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'231 CHF | 100'991 CHF | 98.13% | 98.13% |
05.07.2024 | 0.75% | 100.20 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'439 CHF | 101'199 CHF | 97.43% | 97.43% |
04.07.2024 | 0.74% | 100.40 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'338 CHF | 101'083 CHF | 95.45% | 95.45% |
03.07.2024 | 0.75% | 100.20 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'180 CHF | 100'934 CHF | 99.90% | 99.90% |
02.07.2024 | 0.75% | 99.85 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'733 CHF | 100'486 CHF | 99.17% | 99.17% |