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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 1,42% | 70,45 % | 71,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 69 967 CHF | 70 967 CHF | 88,11% | 88,11% |
15/07/2024 | 1,41% | 70,25 % | 71,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 70 239 CHF | 71 239 CHF | 98,49% | 98,49% |
12/07/2024 | 1,43% | 69,45 % | 70,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 69 203 CHF | 70 203 CHF | 84,07% | 84,07% |
11/07/2024 | 1,45% | 68,55 % | 69,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 68 499 CHF | 69 499 CHF | 98,59% | 98,59% |
10/07/2024 | 1,48% | 67,95 % | 68,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 67 244 CHF | 68 244 CHF | 65,44% | 65,44% |
09/07/2024 | 1,48% | 66,65 % | 67,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 66 847 CHF | 67 847 CHF | 99,20% | 99,20% |
08/07/2024 | 1,50% | 66,35 % | 67,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 66 363 CHF | 67 363 CHF | 98,38% | 98,38% |
05/07/2024 | 1,48% | 66,40 % | 67,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 66 883 CHF | 67 883 CHF | 98,52% | 98,52% |
04/07/2024 | 1,50% | 66,35 % | 67,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 66 059 CHF | 67 059 CHF | 96,99% | 96,99% |
03/07/2024 | 1,47% | 67,15 % | 68,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 67 423 CHF | 68 423 CHF | 97,62% | 97,62% |