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 | 0.92% | 99.20 % | 100.40 % | 50'000 | 50'000 | 82'876 | 82'876 | 82'296 CHF | 83'004 CHF | 36.44% | 36.44% |
12.07.2024 | 0.74% | 100.40 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'168 CHF | 100'913 CHF | 98.43% | 98.43% |
11.07.2024 | 0.75% | 100.10 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'052 CHF | 100'804 CHF | 93.46% | 93.46% |
10.07.2024 | 0.75% | 99.55 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'358 CHF | 100'110 CHF | 89.52% | 89.52% |
09.07.2024 | 0.75% | 99.25 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'509 CHF | 100'259 CHF | 100.00% | 100.00% |
08.07.2024 | 0.75% | 99.15 % | 99.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'329 CHF | 100'076 CHF | 99.50% | 99.50% |
05.07.2024 | 0.75% | 99.45 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'705 CHF | 100'459 CHF | 98.86% | 98.86% |
04.07.2024 | 0.75% | 99.70 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'780 CHF | 100'531 CHF | 97.43% | 97.43% |
03.07.2024 | 0.75% | 99.80 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'872 CHF | 100'620 CHF | 99.82% | 99.82% |
02.07.2024 | 0.76% | 99.65 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'670 CHF | 100'426 CHF | 99.35% | 99.35% |