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 | 1.03% | 96.15 % | 97.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'670 CHF | 97'670 CHF | 98.49% | 98.49% |
12.07.2024 | 1.03% | 96.80 % | 97.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'534 CHF | 97'534 CHF | 81.94% | 81.94% |
11.07.2024 | 1.03% | 96.85 % | 97.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'488 CHF | 97'488 CHF | 98.58% | 98.58% |
10.07.2024 | 1.03% | 96.40 % | 97.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'131 CHF | 97'131 CHF | 86.79% | 86.79% |
09.07.2024 | 1.03% | 95.85 % | 96.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'388 CHF | 97'388 CHF | 99.18% | 99.18% |
08.07.2024 | 1.03% | 96.15 % | 97.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'399 CHF | 97'399 CHF | 98.37% | 98.37% |
05.07.2024 | 1.03% | 97.00 % | 98.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'023 CHF | 98'023 CHF | 98.52% | 98.52% |
04.07.2024 | 1.02% | 97.00 % | 98.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'099 CHF | 98'099 CHF | 96.97% | 96.97% |
03.07.2024 | 1.03% | 97.10 % | 98.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'949 CHF | 97'949 CHF | 97.61% | 97.61% |
02.07.2024 | 1.03% | 96.40 % | 97.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'275 CHF | 97'275 CHF | 100.00% | 100.00% |