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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.75% | 101.60 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'552 CHF | 102'319 CHF | 95.16% | 95.16% |
24.07.2024 | 0.76% | 101.70 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'775 CHF | 102'547 CHF | 97.50% | 97.50% |
23.07.2024 | 0.75% | 101.70 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'352 CHF | 102'116 CHF | 94.27% | 94.27% |
22.07.2024 | 0.75% | 101.50 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'119 CHF | 101'876 CHF | 97.56% | 97.56% |
19.07.2024 | 0.76% | 100.50 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'453 CHF | 101'222 CHF | 99.34% | 99.34% |
18.07.2024 | 0.75% | 100.70 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'689 CHF | 101'449 CHF | 81.25% | 81.25% |
17.07.2024 | 0.76% | 100.50 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'572 CHF | 101'341 CHF | 92.88% | 92.88% |
16.07.2024 | 0.76% | 100.90 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'803 CHF | 101'570 CHF | 99.07% | 99.07% |
15.07.2024 | 0.76% | 100.80 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'954 CHF | 101'726 CHF | 88.45% | 88.45% |
12.07.2024 | 0.76% | 100.80 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'729 CHF | 101'494 CHF | 99.31% | 99.31% |