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 | 1.04% | 95.05 % | 96.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'523 CHF | 96'523 CHF | 98.49% | 98.49% |
12.07.2024 | 1.04% | 95.75 % | 96.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'755 CHF | 96'755 CHF | 81.94% | 81.94% |
11.07.2024 | 1.04% | 96.15 % | 97.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'644 CHF | 96'644 CHF | 98.58% | 98.58% |
10.07.2024 | 1.04% | 95.20 % | 96.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'214 CHF | 96'214 CHF | 86.84% | 86.84% |
09.07.2024 | 1.04% | 95.20 % | 96.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'728 CHF | 96'728 CHF | 99.18% | 99.18% |
08.07.2024 | 1.04% | 95.65 % | 96.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'006 CHF | 97'006 CHF | 98.37% | 98.37% |
05.07.2024 | 1.03% | 96.30 % | 97.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'265 CHF | 97'265 CHF | 98.52% | 98.52% |
04.07.2024 | 1.04% | 95.80 % | 96.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'708 CHF | 96'708 CHF | 96.97% | 96.97% |
03.07.2024 | 1.05% | 94.90 % | 95.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'721 CHF | 95'721 CHF | 97.35% | 97.35% |
02.07.2024 | 1.06% | 94.15 % | 95.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'531 CHF | 94'531 CHF | 100.00% | 100.00% |