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 | 1.05% | 93.85 % | 94.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'872 CHF | 95'872 CHF | 98.49% | 98.49% |
12.07.2024 | 1.05% | 94.75 % | 95.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'080 CHF | 96'080 CHF | 81.94% | 81.94% |
11.07.2024 | 1.04% | 95.30 % | 96.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'688 CHF | 96'688 CHF | 98.58% | 98.58% |
10.07.2024 | 1.05% | 95.05 % | 96.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'930 CHF | 95'930 CHF | 86.83% | 86.83% |
09.07.2024 | 1.05% | 94.25 % | 95.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'333 CHF | 95'333 CHF | 99.18% | 99.18% |
08.07.2024 | 1.06% | 93.75 % | 94.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'615 CHF | 94'615 CHF | 98.37% | 98.37% |
05.07.2024 | 1.07% | 92.95 % | 93.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'162 CHF | 94'162 CHF | 98.52% | 98.52% |
04.07.2024 | 1.06% | 93.40 % | 94.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'826 CHF | 94'826 CHF | 96.97% | 96.97% |
03.07.2024 | 1.06% | 93.25 % | 94.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'782 CHF | 94'782 CHF | 97.61% | 97.61% |
02.07.2024 | 1.05% | 94.15 % | 95.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'292 CHF | 95'292 CHF | 100.00% | 100.00% |