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 | 98'136 CHF | 98'878 CHF | 88.89% | 88.89% |
12.07.2024 | 0.75% | 98.55 % | 99.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'465 CHF | 99'208 CHF | 98.49% | 98.49% |
11.07.2024 | 0.75% | 98.25 % | 99.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'904 CHF | 98'642 CHF | 97.21% | 97.21% |
10.07.2024 | 0.75% | 97.10 % | 97.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'802 CHF | 97'530 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 95.45 % | 96.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'757 CHF | 96'478 CHF | 100.00% | 100.00% |
08.07.2024 | 0.75% | 96.45 % | 97.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'639 CHF | 97'369 CHF | 80.64% | 80.64% |
05.07.2024 | 0.75% | 96.65 % | 97.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'007 CHF | 97'732 CHF | 98.32% | 98.32% |
04.07.2024 | 0.75% | 97.15 % | 97.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'021 CHF | 97'750 CHF | 88.44% | 88.44% |
03.07.2024 | 0.75% | 96.85 % | 97.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'441 CHF | 97'170 CHF | 99.79% | 99.79% |
02.07.2024 | 0.75% | 95.70 % | 96.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'511 CHF | 96'231 CHF | 98.69% | 98.69% |