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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.75% | 101.40 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'324 CHF | 102'082 CHF | 96.59% | 96.59% |
24.07.2024 | 0.75% | 101.50 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'572 CHF | 102'342 CHF | 98.02% | 98.02% |
23.07.2024 | 0.75% | 101.50 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'119 CHF | 101'878 CHF | 94.60% | 94.60% |
22.07.2024 | 0.75% | 101.20 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'846 CHF | 101'608 CHF | 97.98% | 97.98% |
19.07.2024 | 0.74% | 100.20 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'133 CHF | 100'882 CHF | 99.76% | 99.76% |
18.07.2024 | 0.75% | 100.40 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'377 CHF | 101'131 CHF | 81.59% | 81.59% |
17.07.2024 | 0.74% | 100.20 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'246 CHF | 100'992 CHF | 93.21% | 93.21% |
16.07.2024 | 0.76% | 100.60 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'489 CHF | 101'255 CHF | 99.46% | 99.46% |
15.07.2024 | 0.74% | 100.50 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'625 CHF | 101'378 CHF | 88.74% | 88.74% |
12.07.2024 | 0.75% | 100.50 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'397 CHF | 101'154 CHF | 99.38% | 99.38% |