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 | 0,79% | 100,50 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 500 CHF | 101 300 CHF | 97,95% | 97,95% |
15/07/2024 | 0,99% | 100,60 % | 101,30 % | 100 000 | 100 000 | 75 091 | 75 091 | 75 467 CHF | 76 142 CHF | 83,12% | 83,12% |
12/07/2024 | 0,79% | 100,60 % | 101,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 600 CHF | 101 400 CHF | 90,18% | 90,18% |
11/07/2024 | 0,79% | 100,60 % | 101,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 600 CHF | 101 400 CHF | 81,65% | 81,65% |
10/07/2024 | 0,79% | 100,60 % | 101,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 600 CHF | 101 400 CHF | 90,46% | 90,46% |
09/07/2024 | 0,79% | 100,60 % | 101,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 600 CHF | 101 400 CHF | 98,13% | 98,13% |
08/07/2024 | 0,69% | 100,70 % | 101,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 700 CHF | 101 400 CHF | 94,40% | 94,40% |
05/07/2024 | 0,79% | 100,70 % | 101,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 700 CHF | 101 500 CHF | 95,94% | 95,94% |
04/07/2024 | 1,17% | 100,70 % | 101,50 % | 100 000 | 100 000 | 51 724 | 51 724 | 51 990 CHF | 52 597 CHF | 91,68% | 91,68% |
03/07/2024 | 1,29% | 100,50 % | 101,80 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 250 CHF | 50 900 CHF | 99,21% | 99,21% |