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% | 97.60 % | 98.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'891 CHF | 98'630 CHF | 82.45% | 82.45% |
12.07.2024 | 0.75% | 98.10 % | 98.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'835 CHF | 98'573 CHF | 85.77% | 85.77% |
11.07.2024 | 0.75% | 97.80 % | 98.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'366 CHF | 98'098 CHF | 87.97% | 87.97% |
10.07.2024 | 0.75% | 96.85 % | 97.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'730 CHF | 97'459 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 96.45 % | 97.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'780 CHF | 97'509 CHF | 94.95% | 94.95% |
08.07.2024 | 0.75% | 96.60 % | 97.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'734 CHF | 97'465 CHF | 99.31% | 99.31% |
05.07.2024 | 0.75% | 96.75 % | 97.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'025 CHF | 97'753 CHF | 97.54% | 97.54% |
04.07.2024 | 0.75% | 96.90 % | 97.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'798 CHF | 97'528 CHF | 95.45% | 95.45% |
03.07.2024 | 0.75% | 96.60 % | 97.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'596 CHF | 97'324 CHF | 99.82% | 99.82% |
02.07.2024 | 0.75% | 96.10 % | 96.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'943 CHF | 96'667 CHF | 99.70% | 99.70% |