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% | 95.70 % | 96.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'151 CHF | 96'874 CHF | 88.85% | 88.85% |
12.07.2024 | 0.75% | 96.60 % | 97.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'190 CHF | 96'913 CHF | 91.67% | 91.67% |
11.07.2024 | 0.75% | 96.05 % | 96.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'848 CHF | 96'571 CHF | 73.75% | 73.75% |
10.07.2024 | 0.75% | 95.40 % | 96.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'063 CHF | 95'780 CHF | 99.58% | 99.58% |
09.07.2024 | 0.75% | 95.00 % | 95.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'406 CHF | 96'121 CHF | 94.47% | 94.47% |
08.07.2024 | 0.75% | 95.30 % | 96.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'411 CHF | 96'129 CHF | 97.29% | 97.29% |
05.07.2024 | 0.75% | 95.35 % | 96.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'712 CHF | 96'433 CHF | 98.42% | 98.42% |
04.07.2024 | 0.75% | 95.75 % | 96.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'345 CHF | 96'065 CHF | 99.34% | 99.34% |
03.07.2024 | 0.75% | 94.85 % | 95.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'014 CHF | 95'730 CHF | 97.35% | 97.35% |
02.07.2024 | 0.75% | 94.50 % | 95.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'162 CHF | 94'871 CHF | 99.03% | 99.03% |