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% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'236 CHF | 101'236 CHF | 100.00% | 100.00% |
12.07.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'015 CHF | 101'015 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.00 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'774 CHF | 100'574 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.70 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'665 CHF | 100'465 CHF | 100.00% | 100.00% |
09.07.2024 | 1.00% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'729 CHF | 100'729 CHF | 99.59% | 99.59% |
08.07.2024 | 1.00% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'891 CHF | 100'890 CHF | 100.00% | 100.00% |
05.07.2024 | 0.79% | 99.70 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'371 CHF | 101'171 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 100.50 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'553 CHF | 101'353 CHF | 99.45% | 99.45% |
03.07.2024 | 0.99% | 100.40 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'113 CHF | 101'113 CHF | 100.00% | 100.00% |
02.07.2024 | 1.01% | 98.40 % | 99.40 % | 100'000 | 100'000 | 100'000 | 99'953 | 98'142 CHF | 99'096 CHF | 99.99% | 99.99% |