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 | 0.99% | 100.10 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'148 CHF | 101'148 CHF | 98.49% | 98.49% |
12.07.2024 | 0.99% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'229 CHF | 101'229 CHF | 81.80% | 81.80% |
11.07.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'182 CHF | 101'182 CHF | 98.58% | 98.58% |
10.07.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'090 CHF | 101'090 CHF | 86.69% | 86.69% |
09.07.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'239 CHF | 101'239 CHF | 99.18% | 99.18% |
08.07.2024 | 0.99% | 100.00 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'033 CHF | 101'033 CHF | 98.37% | 98.37% |
05.07.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'201 CHF | 101'201 CHF | 98.52% | 98.52% |
04.07.2024 | 0.99% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'300 CHF | 101'300 CHF | 96.97% | 96.97% |
03.07.2024 | 0.99% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'464 CHF | 101'464 CHF | 97.61% | 97.61% |
02.07.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'161 CHF | 101'163 CHF | 100.00% | 100.00% |