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% | 98.22 % | 99.22 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'447 CHF | 99'447 CHF | 100.00% | 100.00% |
12.07.2024 | - | 98.28 % | 99.28 % | 100'000 | 100'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
11.07.2024 | 1.01% | 98.95 % | 99.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'810 CHF | 99'810 CHF | 100.00% | 100.00% |
10.07.2024 | 1.01% | 98.67 % | 99.67 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'432 CHF | 99'432 CHF | 100.00% | 100.00% |
09.07.2024 | 1.01% | 98.21 % | 99.21 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'429 CHF | 99'429 CHF | 100.00% | 100.00% |
08.07.2024 | 1.01% | 98.21 % | 99.21 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'249 CHF | 99'249 CHF | 100.00% | 100.00% |
05.07.2024 | 1.01% | 98.11 % | 99.11 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'348 CHF | 99'348 CHF | 100.00% | 100.00% |
04.07.2024 | 1.01% | 98.21 % | 99.21 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'042 CHF | 99'042 CHF | 100.00% | 100.00% |
03.07.2024 | 1.01% | 98.12 % | 99.12 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'189 CHF | 99'189 CHF | 97.63% | 97.63% |
02.07.2024 | 1.02% | 97.79 % | 98.79 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'610 CHF | 98'610 CHF | 79.64% | 79.64% |