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% | 99.10 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'161 CHF | 100'165 CHF | 98.49% | 98.49% |
12.07.2024 | 1.00% | 99.20 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'201 CHF | 100'196 CHF | 81.82% | 81.82% |
11.07.2024 | 1.01% | 99.25 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'197 CHF | 100'203 CHF | 98.59% | 98.59% |
10.07.2024 | 1.01% | 99.20 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'174 CHF | 100'180 CHF | 59.35% | 59.35% |
09.07.2024 | 1.00% | 99.15 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'148 CHF | 100'146 CHF | 99.20% | 99.20% |
08.07.2024 | 1.02% | 99.10 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'136 CHF | 100'149 CHF | 98.38% | 98.38% |
05.07.2024 | 1.01% | 98.95 % | 99.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'965 CHF | 99'965 CHF | 98.52% | 98.52% |
04.07.2024 | 1.01% | 98.95 % | 99.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'956 CHF | 99'956 CHF | 96.99% | 96.99% |
03.07.2024 | 1.01% | 99.00 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'957 CHF | 99'957 CHF | 97.62% | 97.62% |
02.07.2024 | 1.01% | 98.80 % | 99.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'767 CHF | 99'767 CHF | 100.00% | 100.00% |