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 | 0,75% | 99,70 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 488 CHF | 100 239 CHF | 99,72% | 99,72% |
15/07/2024 | 0,75% | 99,55 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 853 CHF | 100 605 CHF | 85,78% | 85,78% |
12/07/2024 | 0,76% | 99,50 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 424 CHF | 100 179 CHF | 99,01% | 99,01% |
11/07/2024 | 0,75% | 99,15 % | 99,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 037 CHF | 99 784 CHF | 98,81% | 98,81% |
10/07/2024 | 0,75% | 98,95 % | 99,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 591 CHF | 99 332 CHF | 100,00% | 100,00% |
09/07/2024 | 1,15% | 98,40 % | 99,15 % | 100 000 | 100 000 | 60 686 | 60 686 | 59 681 CHF | 60 327 CHF | 100,00% | 100,00% |
08/07/2024 | 0,75% | 98,35 % | 99,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 354 CHF | 99 095 CHF | 98,09% | 98,09% |
05/07/2024 | 0,75% | 98,35 % | 99,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 579 CHF | 99 321 CHF | 92,87% | 92,87% |
04/07/2024 | 1,21% | 98,45 % | 99,20 % | 100 000 | 100 000 | 53 796 | 53 796 | 52 738 CHF | 53 363 CHF | 96,53% | 96,53% |
03/07/2024 | 0,75% | 98,70 % | 99,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 782 CHF | 99 526 CHF | 98,93% | 98,93% |