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% | 94,96 % | 95,71 % | 70 000 | 70 000 | 70 000 | 70 000 | 66 057 CHF | 66 580 CHF | 100,00% | 100,00% |
15/07/2024 | 0,79% | 94,67 % | 95,42 % | 64 000 | 70 000 | 68 873 | 70 000 | 65 083 CHF | 66 675 CHF | 82,84% | 82,84% |
12/07/2024 | 0,79% | 92,99 % | 93,73 % | 70 000 | 70 000 | 70 000 | 70 000 | 64 715 CHF | 65 228 CHF | 100,00% | 100,00% |
11/07/2024 | 0,79% | 91,03 % | 91,75 % | 70 000 | 70 000 | 70 000 | 70 000 | 63 566 CHF | 64 070 CHF | 92,89% | 92,89% |
10/07/2024 | 0,79% | 89,52 % | 90,23 % | 70 000 | 70 000 | 70 000 | 70 000 | 61 494 CHF | 61 982 CHF | 100,00% | 100,00% |
09/07/2024 | 0,79% | 86,37 % | 87,06 % | 70 000 | 70 000 | 70 000 | 70 000 | 60 810 CHF | 61 292 CHF | 100,00% | 100,00% |
08/07/2024 | 0,79% | 85,57 % | 86,25 % | 70 000 | 70 000 | 70 000 | 70 000 | 59 845 CHF | 60 321 CHF | 100,00% | 100,00% |
05/07/2024 | 0,79% | 85,55 % | 86,23 % | 70 000 | 70 000 | 70 000 | 70 000 | 60 776 CHF | 61 258 CHF | 99,70% | 99,70% |
04/07/2024 | 0,79% | 85,27 % | 85,95 % | 70 000 | 70 000 | 70 000 | 70 000 | 59 367 CHF | 59 839 CHF | 78,42% | 78,42% |
03/07/2024 | 0,79% | 87,37 % | 88,06 % | 70 000 | 70 000 | 70 000 | 70 000 | 61 820 CHF | 62 311 CHF | 100,00% | 100,00% |