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 | 1,26% | 100,10 % | 101,30 % | 50 000 | 50 000 | 50 000 | 50 000 | 49 997 CHF | 50 632 CHF | 99,20% | 99,20% |
15/07/2024 | 1,26% | 99,80 % | 101,00 % | 50 000 | 50 000 | 50 000 | 50 000 | 49 853 CHF | 50 483 CHF | 4,39% | 4,39% |
12/07/2024 | 0,74% | 100,80 % | 101,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 588 CHF | 101 332 CHF | 98,91% | 98,91% |
11/07/2024 | 0,75% | 100,60 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 525 CHF | 101 283 CHF | 94,28% | 94,28% |
10/07/2024 | 0,75% | 100,10 % | 100,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 942 CHF | 100 697 CHF | 90,36% | 90,36% |
09/07/2024 | 0,76% | 99,85 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 032 CHF | 100 794 CHF | 96,19% | 96,19% |
08/07/2024 | 0,75% | 99,65 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 831 CHF | 100 583 CHF | 99,77% | 99,77% |
05/07/2024 | 0,75% | 99,95 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 166 CHF | 100 922 CHF | 98,86% | 98,86% |
04/07/2024 | 0,75% | 100,20 % | 100,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 239 CHF | 100 991 CHF | 98,11% | 98,11% |
03/07/2024 | 0,75% | 100,20 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 315 CHF | 101 071 CHF | 99,82% | 99,82% |