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% | 86,50 % | 87,60 % | 50 000 | 50 000 | 50 000 | 50 000 | 43 320 CHF | 43 865 CHF | 89,58% | 89,58% |
15/07/2024 | 1,22% | 86,00 % | 86,65 % | 100 000 | 100 000 | 53 162 | 53 162 | 44 792 CHF | 45 328 CHF | 14,39% | 14,39% |
12/07/2024 | 0,75% | 94,20 % | 94,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 705 CHF | 94 411 CHF | 99,01% | 99,01% |
11/07/2024 | 0,75% | 93,10 % | 93,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 028 CHF | 93 730 CHF | 91,88% | 91,88% |
10/07/2024 | 0,75% | 92,40 % | 93,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 088 CHF | 92 781 CHF | 93,91% | 93,91% |
09/07/2024 | 0,75% | 92,15 % | 92,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 721 CHF | 93 421 CHF | 97,58% | 97,58% |
08/07/2024 | 0,75% | 92,90 % | 93,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 165 CHF | 93 867 CHF | 99,74% | 99,74% |
05/07/2024 | 0,76% | 93,05 % | 93,75 % | 100 000 | 100 000 | 99 551 | 99 551 | 93 661 CHF | 94 369 CHF | 98,44% | 98,44% |
04/07/2024 | 0,75% | 93,60 % | 94,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 421 CHF | 94 126 CHF | 99,42% | 99,42% |
03/07/2024 | 0,75% | 93,05 % | 93,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 826 CHF | 93 526 CHF | 99,82% | 99,82% |