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 | 0,75% | 101,76 % | 102,53 % | 98 000 | 97 000 | 98 000 | 97 000 | 99 718 CHF | 99 448 CHF | 99,99% | 99,99% |
15/07/2024 | 0,76% | 101,59 % | 102,36 % | 98 000 | 97 000 | 98 000 | 97 000 | 99 558 CHF | 99 289 CHF | 100,00% | 100,00% |
12/07/2024 | 0,76% | 101,37 % | 102,14 % | 98 000 | 97 000 | 98 022 | 97 045 | 99 353 CHF | 99 110 CHF | 100,00% | 100,00% |
11/07/2024 | 0,75% | 101,02 % | 101,79 % | 98 000 | 98 000 | 98 787 | 98 000 | 99 734 CHF | 99 685 CHF | 100,00% | 100,00% |
10/07/2024 | 0,74% | 100,70 % | 101,45 % | 99 000 | 98 000 | 99 000 | 98 000 | 99 693 CHF | 99 421 CHF | 100,00% | 100,00% |
09/07/2024 | 0,74% | 100,72 % | 101,47 % | 99 000 | 66 000 | 99 000 | 97 290 | 99 751 CHF | 98 760 CHF | 100,00% | 100,00% |
08/07/2024 | 0,74% | 100,91 % | 101,66 % | 99 000 | 98 000 | 99 000 | 98 000 | 99 773 CHF | 99 501 CHF | 100,00% | 100,00% |
05/07/2024 | 0,74% | 100,65 % | 101,40 % | 99 000 | 98 000 | 99 000 | 98 000 | 99 644 CHF | 99 372 CHF | 100,00% | 100,00% |
04/07/2024 | 0,74% | 100,60 % | 101,35 % | 99 000 | 98 000 | 99 000 | 98 000 | 99 594 CHF | 99 323 CHF | 100,00% | 100,00% |
03/07/2024 | 0,75% | 100,59 % | 101,34 % | 99 000 | 98 000 | 99 060 | 98 423 | 99 320 CHF | 99 420 CHF | 99,99% | 99,99% |