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 | 0.89% | 112.12 % | 113.12 % | 100'000 | 100'000 | 100'000 | 100'000 | 112'072 CHF | 113'072 CHF | 100.00% | 100.00% |
12.07.2024 | 0.91% | 110.57 % | 111.57 % | 100'000 | 100'000 | 100'000 | 100'000 | 109'942 CHF | 110'942 CHF | 100.00% | 100.00% |
11.07.2024 | 0.92% | 108.74 % | 109.74 % | 100'000 | 100'000 | 100'000 | 100'000 | 108'632 CHF | 109'632 CHF | 100.00% | 100.00% |
10.07.2024 | 0.94% | 107.63 % | 108.63 % | 100'000 | 100'000 | 100'000 | 100'000 | 106'138 CHF | 107'138 CHF | 99.99% | 99.99% |
09.07.2024 | 0.94% | 105.11 % | 106.11 % | 100'000 | 100'000 | 100'000 | 100'000 | 105'478 CHF | 106'478 CHF | 100.00% | 100.00% |
08.07.2024 | 0.95% | 104.33 % | 105.33 % | 100'000 | 100'000 | 100'000 | 100'000 | 104'391 CHF | 105'391 CHF | 100.00% | 100.00% |
05.07.2024 | 0.94% | 104.52 % | 105.52 % | 100'000 | 100'000 | 100'000 | 100'000 | 105'466 CHF | 106'466 CHF | 100.00% | 100.00% |
04.07.2024 | 0.96% | 104.54 % | 105.54 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'875 CHF | 104'875 CHF | 100.00% | 100.00% |
03.07.2024 | 0.93% | 106.07 % | 107.07 % | 100'000 | 100'000 | 100'000 | 100'000 | 106'511 CHF | 107'511 CHF | 97.65% | 97.65% |
02.07.2024 | 0.93% | 107.23 % | 108.23 % | 100'000 | 100'000 | 100'000 | 100'000 | 106'794 CHF | 107'794 CHF | 100.00% | 100.00% |