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 | 1.01% | 98.75 % | 99.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'602 CHF | 99'602 CHF | 98.49% | 98.49% |
12.07.2024 | 1.01% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'172 CHF | 100'178 CHF | 81.96% | 81.96% |
11.07.2024 | 1.00% | 98.95 % | 99.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'952 CHF | 99'947 CHF | 98.59% | 98.59% |
10.07.2024 | 1.01% | 98.55 % | 99.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'466 CHF | 99'466 CHF | 59.84% | 59.84% |
09.07.2024 | 1.01% | 98.00 % | 99.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'204 CHF | 99'204 CHF | 98.57% | 98.57% |
08.07.2024 | 1.01% | 98.25 % | 99.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'398 CHF | 99'398 CHF | 98.38% | 98.38% |
05.07.2024 | 1.01% | 98.25 % | 99.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'488 CHF | 99'488 CHF | 98.52% | 98.52% |
04.07.2024 | 1.01% | 98.65 % | 99.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'705 CHF | 99'705 CHF | 64.85% | 64.85% |
03.07.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
02.07.2024 | 1.01% | 98.30 % | 99.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'168 CHF | 99'168 CHF | 100.00% | 100.00% |