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 | 0.75% | 99.90 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'193 CHF | 100'947 CHF | 87.70% | 87.70% |
12.07.2024 | 0.75% | 100.50 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'213 CHF | 100'970 CHF | 90.85% | 90.85% |
11.07.2024 | 0.75% | 100.10 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'963 CHF | 100'711 CHF | 93.29% | 93.29% |
10.07.2024 | 0.75% | 99.65 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'411 CHF | 100'157 CHF | 98.34% | 98.34% |
09.07.2024 | 0.75% | 99.40 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'669 CHF | 100'417 CHF | 94.08% | 94.08% |
08.07.2024 | 0.75% | 99.60 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'675 CHF | 100'423 CHF | 96.62% | 96.62% |
05.07.2024 | 0.75% | 99.60 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'841 CHF | 100'593 CHF | 98.68% | 98.68% |
04.07.2024 | 0.75% | 99.85 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'601 CHF | 100'348 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 99.25 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'370 CHF | 100'122 CHF | 97.99% | 97.99% |
02.07.2024 | 0.75% | 99.00 % | 99.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'803 CHF | 99'549 CHF | 100.00% | 100.00% |