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 | 1,19% | 100,40 % | 101,60 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 200 CHF | 50 800 CHF | 98,33% | 98,33% |
15/07/2024 | 1,19% | 100,40 % | 101,60 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 200 CHF | 50 800 CHF | 88,59% | 88,59% |
12/07/2024 | 0,69% | 100,70 % | 101,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 700 CHF | 101 400 CHF | 99,23% | 99,23% |
11/07/2024 | 0,69% | 100,70 % | 101,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 700 CHF | 101 400 CHF | 99,15% | 99,15% |
10/07/2024 | 0,69% | 100,70 % | 101,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 700 CHF | 101 400 CHF | 100,00% | 100,00% |
09/07/2024 | 0,79% | 100,70 % | 101,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 700 CHF | 101 500 CHF | 100,00% | 100,00% |
08/07/2024 | 0,79% | 100,70 % | 101,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 700 CHF | 101 500 CHF | 100,00% | 100,00% |
05/07/2024 | 0,69% | 100,80 % | 101,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 800 CHF | 101 500 CHF | 32,97% | 32,97% |
04/07/2024 | 0,79% | 100,80 % | 101,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 800 CHF | 101 600 CHF | 11,79% | 11,79% |
03/07/2024 | 0,79% | 100,80 % | 101,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 800 CHF | 101 600 CHF | 57,09% | 57,09% |