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% | 99.55 % | 100.30 % | 100'000 | 100'000 | 75'962 | 75'962 | 75'770 CHF | 76'466 CHF | 87.14% | 87.14% |
12.07.2024 | 1.25% | 99.35 % | 100.60 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'476 CHF | 50'097 CHF | 98.06% | 98.06% |
11.07.2024 | 0.75% | 99.10 % | 99.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'984 CHF | 99'730 CHF | 96.60% | 96.60% |
10.07.2024 | 0.75% | 98.80 % | 99.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'632 CHF | 99'375 CHF | 98.65% | 98.65% |
09.07.2024 | 0.75% | 98.55 % | 99.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'520 CHF | 99'263 CHF | 93.77% | 93.77% |
08.07.2024 | 0.75% | 98.45 % | 99.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'447 CHF | 99'190 CHF | 95.62% | 95.62% |
05.07.2024 | 0.75% | 98.70 % | 99.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'655 CHF | 99'394 CHF | 98.39% | 98.39% |
04.07.2024 | 0.75% | 98.35 % | 99.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'184 CHF | 98'921 CHF | 97.29% | 97.29% |
03.07.2024 | 0.75% | 97.60 % | 98.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'164 CHF | 97'897 CHF | 99.14% | 99.14% |
02.07.2024 | 0.75% | 97.15 % | 97.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'586 CHF | 97'314 CHF | 98.52% | 98.52% |