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 | 1.00% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'490 CHF | 100'494 CHF | 98.49% | 98.49% |
12.07.2024 | 1.00% | 99.65 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'498 CHF | 100'496 CHF | 81.98% | 81.98% |
11.07.2024 | 1.01% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'272 CHF | 100'275 CHF | 98.59% | 98.59% |
10.07.2024 | 1.01% | 99.25 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'999 CHF | 100'000 CHF | 89.71% | 89.71% |
09.07.2024 | 1.01% | 98.95 % | 99.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'051 CHF | 100'054 CHF | 99.20% | 99.20% |
08.07.2024 | 1.00% | 98.90 % | 99.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'043 CHF | 100'038 CHF | 98.38% | 98.38% |
05.07.2024 | 1.00% | 99.10 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'381 CHF | 100'381 CHF | 98.52% | 98.52% |
04.07.2024 | 1.01% | 99.15 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'068 CHF | 100'071 CHF | 96.99% | 96.99% |
03.07.2024 | 1.00% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'408 CHF | 100'406 CHF | 97.62% | 97.62% |
02.07.2024 | 1.00% | 99.50 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'344 CHF | 100'345 CHF | 100.00% | 100.00% |