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% | 96.67 % | 97.67 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'057 CHF | 98'057 CHF | 100.00% | 100.00% |
12.07.2024 | 1.02% | 97.52 % | 98.52 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'180 CHF | 98'180 CHF | 100.00% | 100.00% |
11.07.2024 | 1.03% | 97.07 % | 98.07 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'804 CHF | 97'804 CHF | 100.00% | 100.00% |
10.07.2024 | 1.03% | 96.45 % | 97.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'192 CHF | 97'192 CHF | 99.99% | 99.99% |
09.07.2024 | 1.03% | 96.09 % | 97.09 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'397 CHF | 97'397 CHF | 100.00% | 100.00% |
08.07.2024 | 1.03% | 96.21 % | 97.21 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'306 CHF | 97'306 CHF | 100.00% | 100.00% |
05.07.2024 | 1.03% | 96.23 % | 97.23 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'548 CHF | 97'548 CHF | 100.00% | 100.00% |
04.07.2024 | 1.03% | 96.65 % | 97.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'367 CHF | 97'367 CHF | 100.00% | 100.00% |
03.07.2024 | 1.03% | 96.09 % | 97.09 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'198 CHF | 97'198 CHF | 97.64% | 97.64% |
02.07.2024 | 1.04% | 95.66 % | 96.66 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'374 CHF | 96'374 CHF | 100.00% | 100.00% |