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% | 102,90 % | 103,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 833 CHF | 103 614 CHF | 97,08% | 97,08% |
15/07/2024 | 0,95% | 102,90 % | 103,60 % | 100 000 | 100 000 | 76 976 | 76 976 | 79 162 CHF | 79 862 CHF | 78,54% | 78,54% |
12/07/2024 | 0,77% | 103,00 % | 103,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 903 CHF | 103 700 CHF | 79,76% | 79,76% |
11/07/2024 | 0,77% | 102,90 % | 103,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 908 CHF | 103 700 CHF | 81,34% | 81,34% |
10/07/2024 | 0,75% | 103,00 % | 103,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 000 CHF | 103 776 CHF | 98,44% | 98,44% |
09/07/2024 | 0,77% | 103,00 % | 103,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 000 CHF | 103 800 CHF | 99,79% | 99,79% |
08/07/2024 | 0,71% | 103,00 % | 103,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 062 CHF | 103 800 CHF | 99,07% | 99,07% |
05/07/2024 | 0,77% | 103,10 % | 103,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 100 CHF | 103 900 CHF | 98,23% | 98,23% |
04/07/2024 | 1,24% | 103,10 % | 103,90 % | 100 000 | 100 000 | 51 922 | 51 922 | 53 436 CHF | 54 092 CHF | 95,52% | 95,52% |
03/07/2024 | 1,26% | 102,90 % | 104,20 % | 50 000 | 50 000 | 50 000 | 50 000 | 51 450 CHF | 52 100 CHF | 99,73% | 99,73% |