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% | 89,80 % | 90,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 241 CHF | 89 920 CHF | 68,53% | 68,53% |
15/07/2024 | 0,76% | 89,25 % | 89,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 351 CHF | 90 032 CHF | 59,24% | 59,24% |
12/07/2024 | 0,75% | 90,45 % | 91,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 791 CHF | 90 466 CHF | 88,97% | 88,97% |
11/07/2024 | 0,75% | 89,75 % | 90,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 578 CHF | 89 243 CHF | 95,98% | 95,98% |
10/07/2024 | 0,79% | 87,80 % | 88,45 % | 100 000 | 100 000 | 96 024 | 96 024 | 84 379 CHF | 85 029 CHF | 99,28% | 99,28% |
09/07/2024 | 1,25% | 86,00 % | 87,05 % | 50 000 | 50 000 | 50 000 | 50 000 | 43 449 CHF | 43 997 CHF | 60,58% | 60,58% |
08/07/2024 | 0,74% | 89,25 % | 89,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 733 CHF | 90 400 CHF | 100,00% | 100,00% |
05/07/2024 | 0,75% | 90,85 % | 91,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 553 CHF | 92 247 CHF | 94,34% | 94,34% |
04/07/2024 | 0,75% | 91,25 % | 91,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 316 CHF | 92 006 CHF | 74,82% | 74,82% |
03/07/2024 | 0,75% | 91,20 % | 91,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 950 CHF | 91 636 CHF | 92,81% | 92,81% |