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% | 100,80 % | 101,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 619 CHF | 101 374 CHF | 99,04% | 99,04% |
15/07/2024 | 0,76% | 100,70 % | 101,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 933 CHF | 101 702 CHF | 85,16% | 85,16% |
12/07/2024 | 0,77% | 100,70 % | 101,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 583 CHF | 101 361 CHF | 98,73% | 98,73% |
11/07/2024 | 0,75% | 100,40 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 270 CHF | 101 023 CHF | 99,09% | 99,09% |
10/07/2024 | 0,75% | 100,30 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 947 CHF | 100 695 CHF | 100,00% | 100,00% |
09/07/2024 | 1,14% | 99,85 % | 100,60 % | 100 000 | 100 000 | 60 686 | 60 686 | 60 524 CHF | 61 177 CHF | 100,00% | 100,00% |
08/07/2024 | 0,76% | 99,75 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 780 CHF | 100 537 CHF | 98,09% | 98,09% |
05/07/2024 | 0,75% | 99,75 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 949 CHF | 100 697 CHF | 92,88% | 92,88% |
04/07/2024 | 1,20% | 99,85 % | 100,60 % | 100 000 | 100 000 | 53 796 | 53 796 | 53 516 CHF | 54 147 CHF | 96,53% | 96,53% |
03/07/2024 | 0,75% | 100,00 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 106 CHF | 100 856 CHF | 100,00% | 100,00% |