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 | 0.82% | 98.50 % | 99.31 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'830 CHF | 99'640 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 99.10 % | 99.91 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'091 CHF | 99'901 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 98.90 % | 99.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'037 CHF | 100'037 CHF | 100.00% | 100.00% |
10.07.2024 | 1.01% | 98.90 % | 99.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'623 CHF | 99'623 CHF | 100.00% | 100.00% |
09.07.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
08.07.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
05.07.2024 | 0.82% | 97.80 % | 98.61 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'017 CHF | 98'827 CHF | 100.00% | 100.00% |
04.07.2024 | 0.82% | 98.00 % | 98.81 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'868 CHF | 98'678 CHF | 99.46% | 99.46% |
03.07.2024 | 0.82% | 97.70 % | 98.51 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'777 CHF | 98'587 CHF | 100.00% | 100.00% |
02.07.2024 | 0.82% | 98.00 % | 98.81 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'167 CHF | 98'977 CHF | 100.00% | 100.00% |