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 | 0.74% | 98.85 % | 99.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'286 CHF | 100'023 CHF | 88.70% | 88.70% |
12.07.2024 | 0.74% | 99.45 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'334 CHF | 100'076 CHF | 72.40% | 72.40% |
11.07.2024 | 0.75% | 99.20 % | 99.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'184 CHF | 99'932 CHF | 86.13% | 86.13% |
10.07.2024 | 0.75% | 99.00 % | 99.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'918 CHF | 99'661 CHF | 90.92% | 90.92% |
09.07.2024 | 0.73% | 99.20 % | 99.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'282 CHF | 100'010 CHF | 98.72% | 98.72% |
08.07.2024 | 0.74% | 98.75 % | 99.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'780 CHF | 99'514 CHF | 99.73% | 99.73% |
05.07.2024 | 0.74% | 98.45 % | 99.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'641 CHF | 99'375 CHF | 95.79% | 95.79% |
04.07.2024 | 0.74% | 98.80 % | 99.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'731 CHF | 99'462 CHF | 91.75% | 91.75% |
03.07.2024 | 0.75% | 98.75 % | 99.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'625 CHF | 99'368 CHF | 99.73% | 99.73% |
02.07.2024 | 0.75% | 98.55 % | 99.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'044 CHF | 98'782 CHF | 68.75% | 68.75% |