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% | 99.25 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'280 CHF | 100'023 CHF | 88.53% | 88.53% |
12.07.2024 | 0.75% | 99.20 % | 99.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'925 CHF | 99'671 CHF | 99.23% | 99.23% |
11.07.2024 | 0.75% | 98.75 % | 99.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'540 CHF | 99'281 CHF | 95.62% | 95.62% |
10.07.2024 | 0.75% | 98.15 % | 98.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'013 CHF | 98'753 CHF | 99.37% | 99.37% |
09.07.2024 | 1.22% | 97.85 % | 99.10 % | 50'000 | 50'000 | 53'107 | 53'107 | 52'143 CHF | 52'768 CHF | 97.72% | 97.72% |
08.07.2024 | 0.75% | 98.45 % | 99.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'416 CHF | 99'158 CHF | 98.23% | 98.23% |
05.07.2024 | 0.75% | 97.70 % | 98.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'980 CHF | 98'717 CHF | 99.38% | 99.38% |
04.07.2024 | 0.75% | 98.20 % | 98.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'100 CHF | 98'840 CHF | 98.25% | 98.25% |
03.07.2024 | 0.75% | 97.70 % | 98.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'445 CHF | 98'177 CHF | 81.99% | 81.99% |
02.07.2024 | 0.75% | 97.15 % | 97.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'922 CHF | 97'650 CHF | 93.34% | 93.34% |