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 | 1,24% | 79,80 % | 80,80 % | 100 000 | 10 000 | 100 000 | 10 000 | 80 059 CHF | 8 106 CHF | 100,00% | 100,00% |
15/07/2024 | 1,25% | 79,21 % | 80,21 % | 100 000 | 10 000 | 100 000 | 10 000 | 79 193 CHF | 8 019 CHF | 100,00% | 100,00% |
12/07/2024 | 1,12% | 89,21 % | 90,21 % | 100 000 | 10 000 | 100 000 | 10 000 | 88 585 CHF | 8 959 CHF | 100,00% | 100,00% |
11/07/2024 | 1,13% | 87,82 % | 88,82 % | 100 000 | 10 000 | 100 000 | 10 000 | 87 711 CHF | 8 871 CHF | 100,00% | 100,00% |
10/07/2024 | 1,15% | 87,04 % | 88,04 % | 100 000 | 10 000 | 100 000 | 10 000 | 86 544 CHF | 8 754 CHF | 100,00% | 100,00% |
09/07/2024 | 1,14% | 86,65 % | 87,65 % | 100 000 | 10 000 | 100 000 | 10 000 | 87 372 CHF | 8 837 CHF | 100,00% | 100,00% |
08/07/2024 | 1,13% | 87,44 % | 88,44 % | 100 000 | 10 000 | 100 000 | 10 000 | 87 731 CHF | 8 873 CHF | 100,00% | 100,00% |
05/07/2024 | 1,12% | 87,70 % | 88,70 % | 100 000 | 10 000 | 100 000 | 10 000 | 89 107 CHF | 9 011 CHF | 100,00% | 100,00% |
04/07/2024 | 1,13% | 88,59 % | 89,59 % | 100 000 | 10 000 | 100 000 | 10 000 | 88 327 CHF | 8 933 CHF | 100,00% | 100,00% |
03/07/2024 | 1,14% | 87,90 % | 88,90 % | 100 000 | 10 000 | 100 000 | 10 000 | 87 573 CHF | 8 857 CHF | 97,64% | 97,64% |