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 | 0.80% | 99.00 % | 99.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'183 CHF | 99'983 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 99.00 % | 99.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'919 CHF | 99'719 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 98.90 % | 99.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'820 CHF | 99'620 CHF | 100.00% | 100.00% |
10.07.2024 | 0.81% | 98.80 % | 99.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'798 CHF | 99'598 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 98.80 % | 99.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'861 CHF | 99'661 CHF | 99.59% | 99.59% |
08.07.2024 | 0.81% | 98.80 % | 99.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'822 CHF | 99'622 CHF | 100.00% | 100.00% |
05.07.2024 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'698 CHF | 500'698 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 98.90 % | 99.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'866 CHF | 99'666 CHF | 99.45% | 99.45% |
03.07.2024 | 0.81% | 98.90 % | 99.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'872 CHF | 99'672 CHF | 100.00% | 100.00% |
02.07.2024 | 0.81% | 98.80 % | 99.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'773 CHF | 99'573 CHF | 100.00% | 100.00% |