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% | 97.95 % | 98.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'337 CHF | 99'078 CHF | 88.60% | 88.60% |
12.07.2024 | 0.75% | 98.70 % | 99.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'378 CHF | 99'118 CHF | 91.67% | 91.67% |
11.07.2024 | 0.75% | 98.25 % | 98.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'100 CHF | 98'840 CHF | 95.59% | 95.59% |
10.07.2024 | 0.75% | 97.75 % | 98.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'459 CHF | 98'189 CHF | 99.58% | 99.58% |
09.07.2024 | 0.75% | 97.40 % | 98.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'734 CHF | 98'468 CHF | 94.65% | 94.65% |
08.07.2024 | 0.75% | 97.65 % | 98.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'731 CHF | 98'466 CHF | 97.68% | 97.68% |
05.07.2024 | 0.75% | 97.65 % | 98.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'939 CHF | 98'677 CHF | 98.67% | 98.67% |
04.07.2024 | 0.75% | 97.95 % | 98.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'645 CHF | 98'380 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 97.25 % | 98.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'393 CHF | 98'126 CHF | 98.45% | 98.45% |
02.07.2024 | 0.74% | 97.00 % | 97.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'739 CHF | 97'461 CHF | 100.00% | 100.00% |