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% | 99.10 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'962 CHF | 99'959 CHF | 98.49% | 98.49% |
12.07.2024 | 1.01% | 99.00 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'904 CHF | 99'903 CHF | 81.96% | 81.96% |
11.07.2024 | 1.00% | 99.05 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'918 CHF | 99'915 CHF | 98.59% | 98.59% |
10.07.2024 | 1.01% | 98.60 % | 99.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'321 CHF | 99'321 CHF | 59.74% | 59.74% |
09.07.2024 | 1.01% | 98.30 % | 99.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'332 CHF | 99'332 CHF | 99.20% | 99.20% |
08.07.2024 | 1.01% | 98.30 % | 99.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'481 CHF | 99'481 CHF | 98.38% | 98.38% |
05.07.2024 | 1.01% | 98.55 % | 99.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'642 CHF | 99'642 CHF | 98.52% | 98.52% |
04.07.2024 | 1.01% | 98.75 % | 99.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'740 CHF | 99'740 CHF | 96.99% | 96.99% |
03.07.2024 | 1.01% | 98.80 % | 99.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'745 CHF | 99'745 CHF | 97.62% | 97.62% |
02.07.2024 | 1.01% | 98.35 % | 99.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'177 CHF | 99'177 CHF | 99.32% | 99.32% |