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 | 1.25% | 100.40 % | 101.70 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'199 CHF | 50'831 CHF | 89.12% | 89.12% |
12.07.2024 | 0.75% | 100.50 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'403 CHF | 101'156 CHF | 99.38% | 99.38% |
11.07.2024 | 0.75% | 100.80 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'884 CHF | 101'641 CHF | 99.15% | 99.15% |
10.07.2024 | 0.75% | 100.80 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'695 CHF | 101'454 CHF | 100.00% | 100.00% |
09.07.2024 | 0.74% | 100.90 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'984 CHF | 101'732 CHF | 100.00% | 100.00% |
08.07.2024 | 0.75% | 101.00 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'866 CHF | 101'622 CHF | 100.00% | 100.00% |
05.07.2024 | 0.74% | 101.00 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'009 CHF | 101'757 CHF | 57.37% | 57.37% |
04.07.2024 | 0.73% | 100.90 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'973 CHF | 101'715 CHF | 71.69% | 71.69% |
03.07.2024 | 0.73% | 100.90 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'898 CHF | 101'640 CHF | 66.98% | 66.98% |
02.07.2024 | 0.74% | 100.70 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'564 CHF | 101'313 CHF | 95.19% | 95.19% |