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% | 99.50 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'232 CHF | 100'233 CHF | 98.48% | 98.48% |
12.07.2024 | 1.00% | 99.90 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'841 CHF | 100'849 CHF | 81.93% | 81.93% |
11.07.2024 | 1.00% | 99.60 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'608 CHF | 100'607 CHF | 98.59% | 98.59% |
10.07.2024 | 1.00% | 99.10 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'999 CHF | 99'997 CHF | 86.82% | 86.82% |
09.07.2024 | 1.01% | 98.40 % | 99.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'665 CHF | 99'665 CHF | 99.20% | 99.20% |
08.07.2024 | 1.01% | 98.70 % | 99.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'934 CHF | 99'933 CHF | 98.38% | 98.38% |
05.07.2024 | 1.00% | 98.80 % | 99.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'001 CHF | 99'992 CHF | 98.52% | 98.52% |
04.07.2024 | 1.00% | 99.25 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'217 CHF | 100'215 CHF | 96.99% | 96.99% |
03.07.2024 | 1.00% | 99.15 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'092 CHF | 100'092 CHF | 97.62% | 97.62% |
02.07.2024 | 1.01% | 98.65 % | 99.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'521 CHF | 99'521 CHF | 100.00% | 100.00% |