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 | 1.03% | 96.35 % | 97.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'224 CHF | 97'224 CHF | 98.49% | 98.49% |
12.07.2024 | 1.03% | 96.35 % | 97.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'328 CHF | 97'328 CHF | 81.93% | 81.93% |
11.07.2024 | 1.03% | 96.30 % | 97.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'206 CHF | 97'206 CHF | 98.58% | 98.58% |
10.07.2024 | 1.04% | 95.95 % | 96.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'942 CHF | 96'942 CHF | 59.74% | 59.74% |
09.07.2024 | 1.04% | 95.75 % | 96.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'900 CHF | 96'900 CHF | 99.18% | 99.18% |
08.07.2024 | 1.04% | 95.85 % | 96.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'115 CHF | 97'115 CHF | 98.37% | 98.37% |
05.07.2024 | 1.04% | 95.85 % | 96.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'802 CHF | 96'802 CHF | 98.52% | 98.52% |
04.07.2024 | 1.04% | 95.60 % | 96.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'558 CHF | 96'558 CHF | 96.97% | 96.97% |
03.07.2024 | 1.04% | 95.60 % | 96.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'454 CHF | 96'454 CHF | 97.61% | 97.61% |
02.07.2024 | 1.04% | 95.30 % | 96.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'300 CHF | 96'300 CHF | 100.00% | 100.00% |