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 | 0.96% | 99.65 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'650 CHF | 100'615 CHF | 98.48% | 98.48% |
12.07.2024 | 1.00% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'697 CHF | 100'700 CHF | 81.97% | 81.97% |
11.07.2024 | 1.02% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'677 CHF | 100'700 CHF | 98.59% | 98.59% |
10.07.2024 | 1.00% | 99.65 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'650 CHF | 100'656 CHF | 89.59% | 89.59% |
09.07.2024 | 1.03% | 99.65 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'650 CHF | 100'683 CHF | 99.20% | 99.20% |
08.07.2024 | 1.04% | 99.65 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'656 CHF | 100'698 CHF | 98.38% | 98.38% |
05.07.2024 | 0.99% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'705 CHF | 100'700 CHF | 98.52% | 98.52% |
04.07.2024 | 0.99% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'713 CHF | 100'700 CHF | 96.99% | 96.99% |
03.07.2024 | 1.00% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'699 CHF | 100'700 CHF | 97.62% | 97.62% |
02.07.2024 | 0.98% | 99.65 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'618 CHF | 100'600 CHF | 100.00% | 100.00% |