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 | 1,05% | 95,39 % | 96,39 % | 70 000 | 70 000 | 70 000 | 70 000 | 66 428 CHF | 67 128 CHF | 100,00% | 100,00% |
15/07/2024 | 1,05% | 94,91 % | 95,91 % | 70 000 | 70 000 | 70 000 | 70 000 | 66 417 CHF | 67 117 CHF | 100,00% | 100,00% |
12/07/2024 | 1,05% | 95,35 % | 96,35 % | 70 000 | 70 000 | 70 000 | 70 000 | 66 277 CHF | 66 977 CHF | 100,00% | 100,00% |
11/07/2024 | 1,06% | 94,28 % | 95,28 % | 70 000 | 70 000 | 70 000 | 70 000 | 65 506 CHF | 66 206 CHF | 88,65% | 88,65% |
10/07/2024 | 1,07% | 92,96 % | 93,96 % | 70 000 | 70 000 | 70 000 | 70 000 | 65 050 CHF | 65 750 CHF | 91,60% | 91,60% |
09/07/2024 | 1,08% | 91,60 % | 92,60 % | 70 000 | 70 000 | 70 000 | 70 000 | 64 604 CHF | 65 304 CHF | 100,00% | 100,00% |
08/07/2024 | 1,06% | 93,80 % | 94,80 % | 70 000 | 70 000 | 70 000 | 70 000 | 65 900 CHF | 66 600 CHF | 100,00% | 100,00% |
05/07/2024 | 1,04% | 94,89 % | 95,89 % | 70 000 | 70 000 | 70 000 | 70 000 | 66 837 CHF | 67 537 CHF | 99,42% | 99,42% |
04/07/2024 | 1,05% | 95,20 % | 96,20 % | 70 000 | 70 000 | 70 000 | 70 000 | 66 631 CHF | 67 331 CHF | 99,99% | 99,99% |
03/07/2024 | 1,05% | 95,25 % | 96,25 % | 70 000 | 70 000 | 70 000 | 70 000 | 66 549 CHF | 67 249 CHF | 91,14% | 91,14% |