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% | 100.40 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'481 CHF | 101'235 CHF | 83.15% | 83.15% |
12.07.2024 | 0.75% | 100.50 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'464 CHF | 101'218 CHF | 99.01% | 99.01% |
11.07.2024 | 0.76% | 100.50 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'424 CHF | 101'188 CHF | 99.09% | 99.09% |
10.07.2024 | 0.75% | 100.30 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'181 CHF | 100'931 CHF | 97.19% | 97.19% |
09.07.2024 | 0.77% | 100.00 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'004 CHF | 100'774 CHF | 100.00% | 100.00% |
08.07.2024 | 0.74% | 100.20 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'172 CHF | 100'919 CHF | 98.36% | 98.36% |
05.07.2024 | 0.77% | 100.10 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'103 CHF | 100'876 CHF | 98.95% | 98.95% |
04.07.2024 | 0.76% | 100.20 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'198 CHF | 100'967 CHF | 100.00% | 100.00% |
03.07.2024 | 0.74% | 100.10 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'008 CHF | 100'750 CHF | 91.88% | 91.88% |
02.07.2024 | 0.75% | 99.75 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'613 CHF | 100'365 CHF | 100.00% | 100.00% |