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 | 0,77% | 101,30 % | 102,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 214 CHF | 101 992 CHF | 83,88% | 83,88% |
15/07/2024 | 0,70% | 101,20 % | 101,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 199 CHF | 101 914 CHF | 59,19% | 59,19% |
12/07/2024 | 0,75% | 101,40 % | 102,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 364 CHF | 102 129 CHF | 88,83% | 88,83% |
11/07/2024 | 0,75% | 101,40 % | 102,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 181 CHF | 101 947 CHF | 96,22% | 96,22% |
10/07/2024 | 0,78% | 100,90 % | 101,70 % | 100 000 | 100 000 | 96 024 | 96 024 | 96 939 CHF | 97 675 CHF | 99,28% | 99,28% |
09/07/2024 | 1,24% | 100,50 % | 101,80 % | 50 000 | 50 000 | 50 032 | 50 032 | 50 369 CHF | 50 999 CHF | 97,34% | 97,34% |
08/07/2024 | 0,75% | 101,30 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 321 CHF | 102 083 CHF | 100,00% | 100,00% |
05/07/2024 | 0,77% | 101,60 % | 102,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 683 CHF | 102 471 CHF | 94,34% | 94,34% |
04/07/2024 | 0,77% | 101,70 % | 102,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 695 CHF | 102 484 CHF | 74,82% | 74,82% |
03/07/2024 | 0,74% | 101,70 % | 102,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 653 CHF | 102 405 CHF | 92,81% | 92,81% |