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 | 1.01% | 99.25 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'207 CHF | 100'210 CHF | 98.49% | 98.49% |
12.07.2024 | 1.00% | 99.75 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'594 CHF | 100'594 CHF | 81.93% | 81.93% |
11.07.2024 | 1.00% | 99.55 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'419 CHF | 100'416 CHF | 98.58% | 98.58% |
10.07.2024 | 1.01% | 99.20 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'088 CHF | 100'092 CHF | 86.88% | 86.88% |
09.07.2024 | 1.00% | 99.10 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'284 CHF | 100'283 CHF | 99.18% | 99.18% |
08.07.2024 | 1.00% | 99.20 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'261 CHF | 100'260 CHF | 98.37% | 98.37% |
05.07.2024 | 1.00% | 99.60 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'754 CHF | 100'756 CHF | 98.52% | 98.52% |
04.07.2024 | 1.00% | 100.00 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'945 CHF | 100'950 CHF | 96.97% | 96.97% |
03.07.2024 | 1.00% | 99.80 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'694 CHF | 100'693 CHF | 97.61% | 97.61% |
02.07.2024 | 1.01% | 98.95 % | 99.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'809 CHF | 99'808 CHF | 100.00% | 100.00% |