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% | 97.85 % | 98.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'220 CHF | 99'220 CHF | 98.49% | 98.49% |
12.07.2024 | 1.01% | 98.50 % | 99.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'324 CHF | 99'324 CHF | 81.80% | 81.80% |
11.07.2024 | 1.02% | 98.25 % | 99.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'862 CHF | 98'862 CHF | 98.58% | 98.58% |
10.07.2024 | 1.01% | 97.60 % | 98.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'074 CHF | 99'074 CHF | 86.47% | 86.47% |
09.07.2024 | 1.01% | 98.60 % | 99.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'055 CHF | 100'057 CHF | 99.18% | 99.18% |
08.07.2024 | 1.00% | 98.90 % | 99.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'283 CHF | 100'277 CHF | 98.37% | 98.37% |
05.07.2024 | 1.00% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'150 CHF | 100'143 CHF | 98.52% | 98.52% |
04.07.2024 | 1.00% | 99.05 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'006 CHF | 100'001 CHF | 96.97% | 96.97% |
03.07.2024 | 1.00% | 99.15 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'506 CHF | 100'507 CHF | 97.61% | 97.61% |
02.07.2024 | 1.00% | 99.25 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'369 CHF | 100'366 CHF | 100.00% | 100.00% |