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% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'726 CHF | 100'729 CHF | 97.42% | 97.42% |
12.07.2024 | 1.01% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'608 CHF | 100'616 CHF | 81.97% | 81.97% |
11.07.2024 | 1.00% | 99.45 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'375 CHF | 100'377 CHF | 98.39% | 98.39% |
10.07.2024 | 1.01% | 99.45 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'227 CHF | 100'235 CHF | 89.71% | 89.71% |
09.07.2024 | 1.00% | 99.15 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'235 CHF | 100'229 CHF | 99.20% | 99.20% |
08.07.2024 | 1.00% | 99.05 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'093 CHF | 100'088 CHF | 98.38% | 98.38% |
05.07.2024 | 1.00% | 99.10 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'290 CHF | 100'291 CHF | 98.52% | 98.52% |
04.07.2024 | 1.01% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'261 CHF | 100'267 CHF | 96.99% | 96.99% |
03.07.2024 | 0.99% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'490 CHF | 100'482 CHF | 97.62% | 97.62% |
02.07.2024 | 1.00% | 99.65 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'543 CHF | 100'539 CHF | 100.00% | 100.00% |