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 | 1,25% | 77,65 % | 78,65 % | 50 000 | 50 000 | 50 000 | 50 000 | 38 922 CHF | 39 413 CHF | 73,30% | 73,30% |
15/07/2024 | 1,00% | 77,30 % | 77,90 % | 100 000 | 100 000 | 74 802 | 74 802 | 57 792 CHF | 58 326 CHF | 32,95% | 32,95% |
12/07/2024 | 0,75% | 87,85 % | 88,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 191 CHF | 87 848 CHF | 99,01% | 99,01% |
11/07/2024 | 0,75% | 86,55 % | 87,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 417 CHF | 87 068 CHF | 98,59% | 98,59% |
10/07/2024 | 0,75% | 85,65 % | 86,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 152 CHF | 85 793 CHF | 99,73% | 99,73% |
09/07/2024 | 0,75% | 85,20 % | 85,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 004 CHF | 86 653 CHF | 97,58% | 97,58% |
08/07/2024 | 0,75% | 86,30 % | 86,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 559 CHF | 87 211 CHF | 99,69% | 99,69% |
05/07/2024 | 0,76% | 86,40 % | 87,05 % | 100 000 | 100 000 | 99 551 | 99 551 | 87 442 CHF | 88 103 CHF | 98,46% | 98,46% |
04/07/2024 | 0,75% | 87,10 % | 87,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 804 CHF | 87 458 CHF | 82,18% | 82,18% |
03/07/2024 | 0,75% | 86,50 % | 87,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 138 CHF | 86 788 CHF | 99,82% | 99,82% |