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% | 99.80 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'847 CHF | 100'599 CHF | 88.70% | 88.70% |
12.07.2024 | 0.76% | 99.95 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'905 CHF | 100'666 CHF | 99.38% | 99.38% |
11.07.2024 | 0.76% | 99.80 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'661 CHF | 100'423 CHF | 99.15% | 99.15% |
10.07.2024 | 0.74% | 99.65 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'575 CHF | 100'318 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 99.45 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'601 CHF | 100'346 CHF | 100.00% | 100.00% |
08.07.2024 | 0.77% | 99.70 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'713 CHF | 100'485 CHF | 100.00% | 100.00% |
05.07.2024 | 0.74% | 99.75 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'789 CHF | 100'528 CHF | 99.62% | 99.62% |
04.07.2024 | 0.76% | 99.70 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'728 CHF | 100'489 CHF | 100.00% | 100.00% |
03.07.2024 | 0.74% | 99.60 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'480 CHF | 100'214 CHF | 99.73% | 99.73% |
02.07.2024 | 0.74% | 99.15 % | 99.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'225 CHF | 99'966 CHF | 100.00% | 100.00% |