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 | 0.75% | 100.50 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'714 CHF | 101'467 CHF | 82.45% | 82.45% |
12.07.2024 | 0.76% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'691 CHF | 101'455 CHF | 85.78% | 85.78% |
11.07.2024 | 0.74% | 100.60 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'374 CHF | 101'120 CHF | 76.69% | 76.69% |
10.07.2024 | 0.75% | 99.95 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'865 CHF | 100'619 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 99.65 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'889 CHF | 100'642 CHF | 94.95% | 94.95% |
08.07.2024 | 0.75% | 99.70 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'861 CHF | 100'614 CHF | 99.31% | 99.31% |
05.07.2024 | 0.75% | 99.85 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'083 CHF | 100'841 CHF | 97.52% | 97.52% |
04.07.2024 | 0.75% | 100.00 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'914 CHF | 100'666 CHF | 95.45% | 95.45% |
03.07.2024 | 0.74% | 99.75 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'737 CHF | 100'481 CHF | 99.90% | 99.90% |
02.07.2024 | 0.75% | 99.35 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'215 CHF | 99'961 CHF | 99.90% | 99.90% |