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 | 0.99% | 99.90 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'185 CHF | 101'186 CHF | 98.49% | 98.49% |
12.07.2024 | 1.00% | 100.00 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'984 CHF | 100'986 CHF | 81.98% | 81.98% |
11.07.2024 | 1.00% | 99.90 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'807 CHF | 100'806 CHF | 98.59% | 98.59% |
10.07.2024 | 0.99% | 99.80 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'586 CHF | 100'577 CHF | 89.72% | 89.72% |
09.07.2024 | 1.00% | 99.50 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'596 CHF | 100'597 CHF | 99.20% | 99.20% |
08.07.2024 | 1.00% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'421 CHF | 100'422 CHF | 98.38% | 98.38% |
05.07.2024 | 1.00% | 99.45 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'606 CHF | 100'606 CHF | 98.52% | 98.52% |
04.07.2024 | 1.00% | 99.55 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'559 CHF | 100'562 CHF | 96.99% | 96.99% |
03.07.2024 | 1.00% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'797 CHF | 100'799 CHF | 97.62% | 97.62% |
02.07.2024 | 1.00% | 99.95 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'666 CHF | 100'664 CHF | 100.00% | 100.00% |