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% | 100.90 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'912 CHF | 101'912 CHF | 98.48% | 98.48% |
12.07.2024 | 0.99% | 101.10 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'899 CHF | 101'899 CHF | 81.90% | 81.90% |
11.07.2024 | 0.99% | 101.00 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'959 CHF | 101'959 CHF | 98.58% | 98.58% |
10.07.2024 | 0.99% | 100.80 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'758 CHF | 101'758 CHF | 86.82% | 86.82% |
09.07.2024 | 0.99% | 100.70 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'804 CHF | 101'804 CHF | 99.18% | 99.18% |
08.07.2024 | 0.99% | 100.70 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'675 CHF | 101'675 CHF | 98.37% | 98.37% |
05.07.2024 | 0.98% | 101.10 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'176 CHF | 102'176 CHF | 98.52% | 98.52% |
04.07.2024 | 0.98% | 101.20 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'186 CHF | 102'186 CHF | 96.97% | 96.97% |
03.07.2024 | 0.98% | 101.40 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'048 CHF | 102'048 CHF | 91.56% | 91.56% |
02.07.2024 | 0.99% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'318 CHF | 101'318 CHF | 100.00% | 100.00% |