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 | 1.00% | 99.45 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'450 CHF | 100'448 CHF | 98.49% | 98.49% |
12.07.2024 | 1.00% | 100.10 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'882 CHF | 100'889 CHF | 81.92% | 81.92% |
11.07.2024 | 1.00% | 99.85 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'759 CHF | 100'760 CHF | 98.58% | 98.58% |
10.07.2024 | 1.00% | 99.55 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'375 CHF | 100'376 CHF | 86.79% | 86.79% |
09.07.2024 | 1.00% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'612 CHF | 100'610 CHF | 99.18% | 99.18% |
08.07.2024 | 1.00% | 99.50 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'569 CHF | 100'565 CHF | 98.37% | 98.37% |
05.07.2024 | 0.99% | 99.95 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'160 CHF | 101'160 CHF | 98.52% | 98.52% |
04.07.2024 | 0.99% | 100.50 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'422 CHF | 101'422 CHF | 96.97% | 96.97% |
03.07.2024 | 1.00% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'073 CHF | 101'074 CHF | 97.61% | 97.61% |
02.07.2024 | 1.00% | 99.15 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'024 CHF | 100'019 CHF | 99.32% | 99.32% |