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% | 99.45 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'479 CHF | 100'475 CHF | 98.49% | 98.49% |
12.07.2024 | 0.98% | 99.60 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'531 CHF | 100'513 CHF | 81.96% | 81.96% |
11.07.2024 | 0.99% | 99.55 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'516 CHF | 100'508 CHF | 98.59% | 98.59% |
10.07.2024 | 1.00% | 99.50 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'535 CHF | 100'540 CHF | 59.78% | 59.78% |
09.07.2024 | 0.99% | 99.55 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'583 CHF | 100'577 CHF | 99.20% | 99.20% |
08.07.2024 | 0.99% | 99.55 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'610 CHF | 100'600 CHF | 98.38% | 98.38% |
05.07.2024 | 1.01% | 99.65 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'685 CHF | 100'700 CHF | 98.52% | 98.52% |
04.07.2024 | 1.01% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'693 CHF | 100'700 CHF | 96.99% | 96.99% |
03.07.2024 | 1.02% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'669 CHF | 100'696 CHF | 97.62% | 97.62% |
02.07.2024 | 1.00% | 99.65 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'687 CHF | 100'690 CHF | 100.00% | 100.00% |