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 | 1,30% | 76,25 % | 77,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 76 542 CHF | 77 543 CHF | 43,48% | 43,48% |
15/07/2024 | 1,32% | 74,75 % | 75,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 75 091 CHF | 76 091 CHF | 77,94% | 77,94% |
12/07/2024 | 1,11% | 90,40 % | 91,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 669 CHF | 90 669 CHF | 81,97% | 81,97% |
11/07/2024 | 1,13% | 88,60 % | 89,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 376 CHF | 89 376 CHF | 98,59% | 98,59% |
10/07/2024 | 1,15% | 87,05 % | 88,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 538 CHF | 87 538 CHF | 86,90% | 86,90% |
09/07/2024 | 1,14% | 86,20 % | 87,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 189 CHF | 88 189 CHF | 99,20% | 99,20% |
08/07/2024 | 1,13% | 87,65 % | 88,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 152 CHF | 89 152 CHF | 96,01% | 96,01% |
05/07/2024 | 1,11% | 87,95 % | 88,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 727 CHF | 90 727 CHF | 98,41% | 98,41% |
04/07/2024 | 1,12% | 89,10 % | 90,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 788 CHF | 89 788 CHF | 96,99% | 96,99% |
03/07/2024 | 1,13% | 88,25 % | 89,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 794 CHF | 88 794 CHF | 97,62% | 97,62% |