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% | 98.90 % | 99.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'912 CHF | 99'659 CHF | 88.43% | 88.43% |
12.07.2024 | 0.75% | 98.80 % | 99.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'537 CHF | 99'280 CHF | 99.14% | 99.14% |
11.07.2024 | 0.75% | 98.35 % | 99.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'135 CHF | 98'872 CHF | 99.59% | 99.59% |
10.07.2024 | 0.75% | 97.70 % | 98.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'582 CHF | 98'318 CHF | 99.91% | 99.91% |
09.07.2024 | 1.22% | 97.45 % | 98.70 % | 50'000 | 50'000 | 53'099 | 53'099 | 51'918 CHF | 52'541 CHF | 97.99% | 97.99% |
08.07.2024 | 0.75% | 98.05 % | 98.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'995 CHF | 98'736 CHF | 99.05% | 99.05% |
05.07.2024 | 0.75% | 97.30 % | 98.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'561 CHF | 98'296 CHF | 99.06% | 99.06% |
04.07.2024 | 0.75% | 97.70 % | 98.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'630 CHF | 98'365 CHF | 98.97% | 98.97% |
03.07.2024 | 0.75% | 97.20 % | 97.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'954 CHF | 97'685 CHF | 82.34% | 82.34% |
02.07.2024 | 0.75% | 96.70 % | 97.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'433 CHF | 97'160 CHF | 97.66% | 97.66% |