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% | 99.10 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'167 CHF | 100'166 CHF | 98.49% | 98.49% |
12.07.2024 | 1.00% | 99.50 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'535 CHF | 100'536 CHF | 81.93% | 81.93% |
11.07.2024 | 1.00% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'381 CHF | 100'385 CHF | 96.63% | 96.63% |
10.07.2024 | 1.01% | 99.25 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'093 CHF | 100'096 CHF | 86.74% | 86.74% |
09.07.2024 | 1.00% | 98.95 % | 99.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'170 CHF | 100'171 CHF | 99.17% | 99.17% |
08.07.2024 | 1.00% | 99.10 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'299 CHF | 100'301 CHF | 98.37% | 98.37% |
05.07.2024 | 1.00% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'586 CHF | 100'590 CHF | 98.52% | 98.52% |
04.07.2024 | 0.99% | 100.00 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'014 CHF | 101'013 CHF | 96.96% | 96.96% |
03.07.2024 | 1.00% | 99.50 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'689 CHF | 100'693 CHF | 97.61% | 97.61% |
02.07.2024 | 0.99% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'829 CHF | 100'827 CHF | 100.00% | 100.00% |