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 | 0,74% | 101,60 % | 102,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 556 CHF | 102 314 CHF | 98,58% | 98,58% |
15/07/2024 | 0,74% | 101,60 % | 102,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 732 CHF | 102 488 CHF | 88,85% | 88,85% |
12/07/2024 | 0,75% | 101,90 % | 102,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 927 CHF | 102 693 CHF | 98,49% | 98,49% |
11/07/2024 | 0,75% | 101,80 % | 102,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 652 CHF | 102 421 CHF | 99,09% | 99,09% |
10/07/2024 | 0,77% | 101,30 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 088 CHF | 101 868 CHF | 100,00% | 100,00% |
09/07/2024 | 0,74% | 100,40 % | 101,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 569 CHF | 101 317 CHF | 100,00% | 100,00% |
08/07/2024 | 0,74% | 100,90 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 033 CHF | 101 787 CHF | 100,00% | 100,00% |
05/07/2024 | 0,76% | 101,00 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 231 CHF | 101 999 CHF | 98,87% | 98,87% |
04/07/2024 | 0,75% | 101,40 % | 102,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 303 CHF | 102 067 CHF | 88,44% | 88,44% |
03/07/2024 | 0,75% | 101,20 % | 101,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 985 CHF | 101 744 CHF | 99,79% | 99,79% |