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 | 0,76% | 102,60 % | 103,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 600 CHF | 103 388 CHF | 89,92% | 89,92% |
15/07/2024 | 0,76% | 102,70 % | 103,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 716 CHF | 103 500 CHF | 87,81% | 87,81% |
12/07/2024 | 0,75% | 102,70 % | 103,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 602 CHF | 103 376 CHF | 98,40% | 98,40% |
11/07/2024 | 0,75% | 102,50 % | 103,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 496 CHF | 103 266 CHF | 98,47% | 98,47% |
10/07/2024 | 0,76% | 102,40 % | 103,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 317 CHF | 103 101 CHF | 98,58% | 98,58% |
09/07/2024 | 1,22% | 102,20 % | 103,40 % | 50 000 | 50 000 | 53 055 | 53 055 | 54 258 CHF | 54 910 CHF | 97,91% | 97,91% |
08/07/2024 | 0,75% | 102,50 % | 103,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 498 CHF | 103 270 CHF | 98,16% | 98,16% |
05/07/2024 | 0,76% | 102,30 % | 103,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 403 CHF | 103 182 CHF | 99,39% | 99,39% |
04/07/2024 | 0,76% | 102,40 % | 103,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 421 CHF | 103 198 CHF | 99,22% | 99,22% |
03/07/2024 | 0,74% | 102,30 % | 103,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 219 CHF | 102 974 CHF | 82,41% | 82,41% |