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% | 62,80 % | 63,60 % | 50 000 | 50 000 | 50 000 | 50 000 | 31 471 CHF | 31 869 CHF | 88,55% | 88,55% |
15/07/2024 | 1,09% | 62,80 % | 63,25 % | 100 000 | 100 000 | 65 690 | 65 690 | 41 180 CHF | 41 598 CHF | 35,94% | 35,94% |
12/07/2024 | 0,75% | 69,30 % | 69,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 68 836 CHF | 69 357 CHF | 97,82% | 97,82% |
11/07/2024 | 0,75% | 68,40 % | 68,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 68 331 CHF | 68 846 CHF | 97,39% | 97,39% |
10/07/2024 | 0,75% | 67,85 % | 68,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 67 549 CHF | 68 060 CHF | 98,51% | 98,51% |
09/07/2024 | 0,75% | 67,60 % | 68,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 68 119 CHF | 68 632 CHF | 97,36% | 97,36% |
08/07/2024 | 0,75% | 68,30 % | 68,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 68 516 CHF | 69 033 CHF | 98,65% | 98,65% |
05/07/2024 | 0,76% | 68,45 % | 68,95 % | 100 000 | 100 000 | 99 551 | 99 551 | 69 118 CHF | 69 642 CHF | 98,46% | 98,46% |
04/07/2024 | 0,75% | 69,00 % | 69,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 68 840 CHF | 69 358 CHF | 99,42% | 99,42% |
03/07/2024 | 0,75% | 68,65 % | 69,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 68 397 CHF | 68 914 CHF | 99,82% | 99,82% |