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% | 100.70 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'832 CHF | 101'588 CHF | 88.97% | 88.97% |
12.07.2024 | 0.74% | 101.10 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'093 CHF | 101'844 CHF | 98.49% | 98.49% |
11.07.2024 | 0.75% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'653 CHF | 101'406 CHF | 99.09% | 99.09% |
10.07.2024 | 0.75% | 100.10 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'829 CHF | 100'584 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 98.85 % | 99.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'063 CHF | 99'808 CHF | 99.50% | 99.50% |
08.07.2024 | 0.75% | 99.60 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'692 CHF | 100'445 CHF | 80.55% | 80.55% |
05.07.2024 | 0.75% | 99.65 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'933 CHF | 100'686 CHF | 98.88% | 98.88% |
04.07.2024 | 0.75% | 100.10 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'968 CHF | 100'721 CHF | 88.44% | 88.44% |
03.07.2024 | 0.74% | 99.80 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'534 CHF | 100'278 CHF | 99.79% | 99.79% |
02.07.2024 | 0.75% | 99.00 % | 99.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'865 CHF | 99'610 CHF | 99.38% | 99.38% |