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% | 99.40 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'612 CHF | 100'361 CHF | 82.45% | 82.45% |
12.07.2024 | 0.76% | 99.80 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'565 CHF | 100'321 CHF | 85.78% | 85.78% |
11.07.2024 | 0.75% | 99.55 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'309 CHF | 100'057 CHF | 76.72% | 76.72% |
10.07.2024 | 0.75% | 98.90 % | 99.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'787 CHF | 99'531 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 98.55 % | 99.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'746 CHF | 99'493 CHF | 94.95% | 94.95% |
08.07.2024 | 0.75% | 98.55 % | 99.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'697 CHF | 99'442 CHF | 99.08% | 99.08% |
05.07.2024 | 0.75% | 98.70 % | 99.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'954 CHF | 99'700 CHF | 97.54% | 97.54% |
04.07.2024 | 0.75% | 98.90 % | 99.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'826 CHF | 99'571 CHF | 95.45% | 95.45% |
03.07.2024 | 0.75% | 98.65 % | 99.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'650 CHF | 99'394 CHF | 99.90% | 99.90% |
02.07.2024 | 0.75% | 98.20 % | 98.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'055 CHF | 98'793 CHF | 99.76% | 99.76% |