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 | 1.08% | 92.00 % | 93.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'348 CHF | 93'348 CHF | 98.49% | 98.49% |
12.07.2024 | 1.07% | 92.25 % | 93.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'569 CHF | 93'569 CHF | 81.94% | 81.94% |
11.07.2024 | 1.07% | 92.85 % | 93.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'528 CHF | 93'528 CHF | 98.58% | 98.58% |
10.07.2024 | 1.07% | 92.60 % | 93.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'629 CHF | 93'629 CHF | 86.61% | 86.61% |
09.07.2024 | 1.07% | 92.65 % | 93.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'988 CHF | 93'988 CHF | 99.18% | 99.18% |
08.07.2024 | 1.06% | 93.75 % | 94.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'439 CHF | 94'439 CHF | 98.37% | 98.37% |
05.07.2024 | 1.07% | 93.00 % | 94.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'232 CHF | 94'232 CHF | 98.52% | 98.52% |
04.07.2024 | 1.07% | 93.10 % | 94.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'153 CHF | 94'153 CHF | 96.97% | 96.97% |
03.07.2024 | 1.07% | 93.00 % | 94.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'146 CHF | 94'146 CHF | 97.61% | 97.61% |
02.07.2024 | 1.08% | 92.80 % | 93.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'503 CHF | 93'503 CHF | 100.00% | 100.00% |