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 | 1,13% | 44,13 % | 44,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 109 524 CHF | 110 774 CHF | 100,00% | 100,00% |
15/07/2024 | 1,13% | 43,39 % | 43,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 110 089 CHF | 111 339 CHF | 100,00% | 100,00% |
12/07/2024 | 1,10% | 45,57 % | 46,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 113 063 CHF | 114 313 CHF | 100,00% | 100,00% |
11/07/2024 | 1,09% | 45,72 % | 46,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 113 634 CHF | 114 884 CHF | 100,00% | 100,00% |
10/07/2024 | 1,13% | 44,97 % | 45,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 110 376 CHF | 111 626 CHF | 100,00% | 100,00% |
09/07/2024 | 1,10% | 43,96 % | 44,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 112 868 CHF | 114 118 CHF | 100,00% | 100,00% |
08/07/2024 | 1,09% | 46,27 % | 46,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 114 387 CHF | 115 637 CHF | 99,67% | 99,67% |
05/07/2024 | 1,07% | 45,65 % | 46,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 116 128 CHF | 117 378 CHF | 99,99% | 99,99% |
04/07/2024 | 1,15% | 42,96 % | 43,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 108 429 CHF | 109 679 CHF | 100,00% | 100,00% |
03/07/2024 | 1,17% | 43,04 % | 43,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 105 980 CHF | 107 230 CHF | 99,75% | 99,75% |