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 | 1.05% | 94.25 % | 95.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'394 CHF | 95'394 CHF | 98.49% | 98.49% |
12.07.2024 | 1.06% | 94.40 % | 95.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'170 CHF | 95'170 CHF | 81.79% | 81.79% |
11.07.2024 | 1.06% | 94.15 % | 95.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'018 CHF | 95'018 CHF | 98.58% | 98.58% |
10.07.2024 | 1.06% | 94.25 % | 95.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'097 CHF | 95'097 CHF | 59.34% | 59.34% |
09.07.2024 | 1.05% | 93.60 % | 94.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'433 CHF | 95'433 CHF | 99.18% | 99.18% |
08.07.2024 | 1.04% | 95.05 % | 96.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'230 CHF | 96'230 CHF | 98.37% | 98.37% |
05.07.2024 | 1.04% | 95.05 % | 96.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'495 CHF | 96'495 CHF | 98.41% | 98.41% |
04.07.2024 | 1.05% | 95.00 % | 96.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'073 CHF | 96'073 CHF | 96.97% | 96.97% |
03.07.2024 | 1.05% | 95.00 % | 96.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'731 CHF | 95'731 CHF | 97.61% | 97.61% |
02.07.2024 | 1.07% | 93.50 % | 94.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'081 CHF | 94'081 CHF | 100.00% | 100.00% |