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 | 0,80% | 99,50 % | 100,30 % | 50 000 | 10 000 | 50 000 | 10 000 | 49 750 CHF | 10 030 CHF | 99,77% | 99,77% |
15/07/2024 | 0,80% | 99,50 % | 100,30 % | 50 000 | 10 000 | 50 000 | 10 000 | 49 750 CHF | 10 030 CHF | 100,00% | 100,00% |
12/07/2024 | 1,00% | 99,40 % | 100,40 % | 50 000 | 10 000 | 50 000 | 10 000 | 49 700 CHF | 10 040 CHF | 100,00% | 100,00% |
11/07/2024 | 1,00% | 99,40 % | 100,40 % | 50 000 | 10 000 | 50 000 | 10 000 | 49 700 CHF | 10 040 CHF | 100,00% | 100,00% |
10/07/2024 | 0,80% | 99,50 % | 100,30 % | 50 000 | 10 000 | 50 000 | 10 000 | 49 750 CHF | 10 030 CHF | 100,00% | 100,00% |
09/07/2024 | 0,80% | 99,50 % | 100,30 % | 50 000 | 10 000 | 50 000 | 10 000 | 49 750 CHF | 10 030 CHF | 99,59% | 99,59% |
08/07/2024 | 1,00% | 99,50 % | 100,50 % | 50 000 | 10 000 | 50 000 | 10 000 | 49 750 CHF | 10 050 CHF | 100,00% | 100,00% |
05/07/2024 | 1,00% | 99,50 % | 100,50 % | 50 000 | 50 000 | 50 000 | 50 000 | 49 750 CHF | 50 250 CHF | 100,00% | 100,00% |
04/07/2024 | 0,80% | 99,60 % | 100,40 % | 50 000 | 50 000 | 50 000 | 50 000 | 49 800 CHF | 50 200 CHF | 99,38% | 99,38% |
03/07/2024 | 0,80% | 99,60 % | 100,40 % | 50 000 | 50 000 | 50 000 | 50 000 | 49 800 CHF | 50 200 CHF | 100,00% | 100,00% |