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 | 1.26% | 99.80 % | 101.00 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'853 CHF | 50'483 CHF | 4.39% | 4.39% |
12.07.2024 | 0.74% | 100.80 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'588 CHF | 101'332 CHF | 98.91% | 98.91% |
11.07.2024 | 0.75% | 100.60 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'525 CHF | 101'283 CHF | 94.28% | 94.28% |
10.07.2024 | 0.75% | 100.10 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'942 CHF | 100'697 CHF | 90.36% | 90.36% |
09.07.2024 | 0.76% | 99.85 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'032 CHF | 100'794 CHF | 96.19% | 96.19% |
08.07.2024 | 0.75% | 99.65 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'831 CHF | 100'583 CHF | 99.77% | 99.77% |
05.07.2024 | 0.75% | 99.95 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'166 CHF | 100'922 CHF | 98.86% | 98.86% |
04.07.2024 | 0.75% | 100.20 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'239 CHF | 100'991 CHF | 98.11% | 98.11% |
03.07.2024 | 0.75% | 100.20 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'315 CHF | 101'071 CHF | 99.82% | 99.82% |
02.07.2024 | 0.75% | 100.00 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'046 CHF | 100'804 CHF | 100.00% | 100.00% |