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 | 1,12% | 89,10 % | 90,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 923 CHF | 89 923 CHF | 84,35% | 84,35% |
15/07/2024 | 1,12% | 88,75 % | 89,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 023 CHF | 90 023 CHF | 98,49% | 98,49% |
12/07/2024 | 1,11% | 89,50 % | 90,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 689 CHF | 90 689 CHF | 81,97% | 81,97% |
11/07/2024 | 1,11% | 89,50 % | 90,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 273 CHF | 90 273 CHF | 98,59% | 98,59% |
10/07/2024 | 1,13% | 88,55 % | 89,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 145 CHF | 89 145 CHF | 59,78% | 59,78% |
09/07/2024 | 1,13% | 87,20 % | 88,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 892 CHF | 88 892 CHF | 99,20% | 99,20% |
08/07/2024 | 1,14% | 86,85 % | 87,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 158 CHF | 88 158 CHF | 98,38% | 98,38% |
05/07/2024 | 1,14% | 87,00 % | 88,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 199 CHF | 88 199 CHF | 97,63% | 97,63% |
04/07/2024 | 1,14% | 87,00 % | 88,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 909 CHF | 87 909 CHF | 96,99% | 96,99% |
03/07/2024 | 1,15% | 86,45 % | 87,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 375 CHF | 87 375 CHF | 97,62% | 97,62% |