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% | 101,50 % | 102,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 389 CHF | 102 163 CHF | 99,75% | 99,75% |
15/07/2024 | 0,76% | 101,60 % | 102,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 675 CHF | 102 455 CHF | 82,08% | 82,08% |
12/07/2024 | 0,72% | 101,60 % | 102,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 666 CHF | 102 402 CHF | 87,00% | 87,00% |
11/07/2024 | 0,76% | 101,60 % | 102,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 676 CHF | 102 450 CHF | 91,45% | 91,45% |
10/07/2024 | 0,75% | 101,60 % | 102,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 506 CHF | 102 273 CHF | 99,39% | 99,39% |
09/07/2024 | 1,16% | 101,40 % | 102,20 % | 100 000 | 100 000 | 59 498 | 59 498 | 60 272 CHF | 60 938 CHF | 97,99% | 97,99% |
08/07/2024 | 0,75% | 101,50 % | 102,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 427 CHF | 102 189 CHF | 100,00% | 100,00% |
05/07/2024 | 0,75% | 101,10 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 114 CHF | 101 873 CHF | 99,53% | 99,53% |
04/07/2024 | 0,75% | 101,30 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 239 CHF | 101 997 CHF | 99,58% | 99,58% |
03/07/2024 | 0,75% | 101,10 % | 101,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 110 CHF | 101 871 CHF | 99,50% | 99,50% |