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 | 0,75% | 106,60 % | 107,40 % | 100 000 | 100 000 | 29 895 | 29 895 | 31 833 CHF | 32 072 CHF | 98,69% | 98,69% |
15/07/2024 | 0,75% | 107,00 % | 107,80 % | 100 000 | 100 000 | 29 553 | 29 553 | 31 556 CHF | 31 793 CHF | 100,00% | 100,00% |
12/07/2024 | 0,94% | 106,60 % | 107,60 % | 100 000 | 100 000 | 29 656 | 29 656 | 31 512 CHF | 31 809 CHF | 100,00% | 100,00% |
11/07/2024 | 0,94% | 106,20 % | 107,20 % | 100 000 | 100 000 | 29 582 | 29 582 | 31 464 CHF | 31 760 CHF | 100,00% | 100,00% |
10/07/2024 | 0,75% | 106,60 % | 107,40 % | 100 000 | 100 000 | 29 597 | 29 597 | 31 529 CHF | 31 766 CHF | 100,00% | 100,00% |
09/07/2024 | 0,75% | 106,30 % | 107,10 % | 100 000 | 100 000 | 29 289 | 29 289 | 31 227 CHF | 31 462 CHF | 99,58% | 99,58% |
08/07/2024 | 0,95% | 106,10 % | 107,10 % | 100 000 | 100 000 | 29 493 | 29 493 | 31 318 CHF | 31 613 CHF | 100,00% | 100,00% |
05/07/2024 | 0,95% | 105,80 % | 106,80 % | 500 000 | 500 000 | 147 934 | 147 934 | 155 583 CHF | 157 063 CHF | 100,00% | 100,00% |
04/07/2024 | 0,76% | 104,50 % | 105,30 % | 10 000 | 10 000 | 9 998 | 9 998 | 10 456 CHF | 10 536 CHF | 99,45% | 99,45% |
03/07/2024 | 0,77% | 104,30 % | 105,10 % | 100 000 | 100 000 | 29 828 | 29 828 | 31 119 CHF | 31 358 CHF | 99,03% | 99,03% |