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 | 1.01% | 98.70 % | 99.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'988 CHF | 99'989 CHF | 98.49% | 98.49% |
12.07.2024 | 1.01% | 98.75 % | 99.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'712 CHF | 99'712 CHF | 81.97% | 81.97% |
11.07.2024 | 1.01% | 98.60 % | 99.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'523 CHF | 99'523 CHF | 98.59% | 98.59% |
10.07.2024 | 1.01% | 98.55 % | 99.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'387 CHF | 99'387 CHF | 89.66% | 89.66% |
09.07.2024 | 1.01% | 98.35 % | 99.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'419 CHF | 99'419 CHF | 99.20% | 99.20% |
08.07.2024 | 1.01% | 98.30 % | 99.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'326 CHF | 99'326 CHF | 98.38% | 98.38% |
05.07.2024 | 1.01% | 98.30 % | 99.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'460 CHF | 99'460 CHF | 98.52% | 98.52% |
04.07.2024 | 1.01% | 98.45 % | 99.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'396 CHF | 99'396 CHF | 96.99% | 96.99% |
03.07.2024 | 1.01% | 98.45 % | 99.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'543 CHF | 99'543 CHF | 97.62% | 97.62% |
02.07.2024 | 1.01% | 98.70 % | 99.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'591 CHF | 99'591 CHF | 100.00% | 100.00% |