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 | 1.25% | 98.65 % | 99.90 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'283 CHF | 49'905 CHF | 4.08% | 4.08% |
12.07.2024 | 0.75% | 100.00 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'745 CHF | 100'498 CHF | 98.81% | 98.81% |
11.07.2024 | 0.75% | 99.60 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'546 CHF | 100'298 CHF | 94.28% | 94.28% |
10.07.2024 | 0.75% | 99.00 % | 99.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'786 CHF | 99'530 CHF | 90.36% | 90.36% |
09.07.2024 | 0.75% | 98.65 % | 99.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'951 CHF | 99'698 CHF | 100.00% | 100.00% |
08.07.2024 | 0.75% | 98.50 % | 99.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'744 CHF | 99'489 CHF | 99.98% | 99.98% |
05.07.2024 | 0.75% | 98.90 % | 99.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'198 CHF | 99'945 CHF | 98.86% | 98.86% |
04.07.2024 | 0.75% | 99.20 % | 99.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'287 CHF | 100'035 CHF | 98.11% | 98.11% |
03.07.2024 | 0.75% | 99.30 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'396 CHF | 100'146 CHF | 99.82% | 99.82% |
02.07.2024 | 0.75% | 99.15 % | 99.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'166 CHF | 99'915 CHF | 100.00% | 100.00% |