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 | 0,75% | 100,90 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 916 CHF | 101 679 CHF | 95,61% | 95,61% |
15/07/2024 | 0,76% | 101,00 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 002 CHF | 101 771 CHF | 87,92% | 87,92% |
12/07/2024 | 0,76% | 101,10 % | 101,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 041 CHF | 101 809 CHF | 98,51% | 98,51% |
11/07/2024 | 0,75% | 101,20 % | 101,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 163 CHF | 101 925 CHF | 89,23% | 89,23% |
10/07/2024 | 0,76% | 101,00 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 002 CHF | 101 771 CHF | 96,99% | 96,99% |
09/07/2024 | 0,76% | 101,00 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 065 CHF | 101 841 CHF | 98,75% | 98,75% |
08/07/2024 | 0,76% | 101,10 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 187 CHF | 101 962 CHF | 99,49% | 99,49% |
05/07/2024 | 0,76% | 101,40 % | 102,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 378 CHF | 102 154 CHF | 70,54% | 70,54% |
04/07/2024 | 1,22% | 101,20 % | 102,00 % | 100 000 | 100 000 | 53 752 | 53 752 | 54 270 CHF | 54 915 CHF | 99,14% | 99,14% |
03/07/2024 | 1,25% | 101,10 % | 102,30 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 550 CHF | 51 187 CHF | 99,73% | 99,73% |