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 | 1,10% | 89,50 % | 90,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 053 CHF | 91 053 CHF | 80,81% | 80,81% |
15/07/2024 | 1,09% | 92,45 % | 93,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 182 CHF | 92 182 CHF | 77,37% | 77,37% |
12/07/2024 | 1,09% | 93,70 % | 94,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 853 CHF | 91 853 CHF | 81,98% | 81,98% |
11/07/2024 | 1,08% | 91,90 % | 92,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 104 CHF | 93 104 CHF | 98,59% | 98,59% |
10/07/2024 | 1,06% | 93,65 % | 94,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 871 CHF | 94 871 CHF | 86,89% | 86,89% |
09/07/2024 | 1,06% | 93,55 % | 94,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 242 CHF | 95 242 CHF | 99,20% | 99,20% |
08/07/2024 | 1,05% | 94,75 % | 95,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 154 CHF | 96 154 CHF | 98,38% | 98,38% |
05/07/2024 | 1,06% | 94,35 % | 95,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 209 CHF | 95 209 CHF | 98,52% | 98,52% |
04/07/2024 | 1,07% | 93,65 % | 94,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 604 CHF | 93 604 CHF | 96,99% | 96,99% |
03/07/2024 | 1,08% | 92,75 % | 93,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 057 CHF | 93 057 CHF | 73,92% | 73,92% |