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 | 1,27% | 101,40 % | 102,70 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 700 CHF | 51 350 CHF | 99,29% | 99,29% |
15/07/2024 | 1,27% | 101,40 % | 102,70 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 700 CHF | 51 350 CHF | 89,02% | 89,02% |
12/07/2024 | 0,76% | 101,70 % | 102,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 700 CHF | 102 475 CHF | 99,38% | 99,38% |
11/07/2024 | 0,78% | 101,70 % | 102,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 700 CHF | 102 500 CHF | 99,16% | 99,16% |
10/07/2024 | 0,78% | 101,70 % | 102,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 700 CHF | 102 500 CHF | 100,00% | 100,00% |
09/07/2024 | 0,69% | 101,80 % | 102,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 800 CHF | 102 500 CHF | 100,00% | 100,00% |
08/07/2024 | 0,69% | 101,80 % | 102,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 800 CHF | 102 500 CHF | 100,00% | 100,00% |
05/07/2024 | 0,78% | 101,80 % | 102,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 800 CHF | 102 600 CHF | 32,34% | 32,34% |
04/07/2024 | 0,78% | 101,80 % | 102,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 800 CHF | 102 600 CHF | 48,61% | 48,61% |
03/07/2024 | 0,78% | 101,80 % | 102,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 800 CHF | 102 600 CHF | 66,98% | 66,98% |