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% | 84,45 % | 85,50 % | 50 000 | 50 000 | 50 000 | 50 000 | 42 331 CHF | 42 863 CHF | 91,30% | 91,30% |
15/07/2024 | 1,09% | 84,20 % | 84,85 % | 100 000 | 100 000 | 66 439 | 66 439 | 55 700 CHF | 56 260 CHF | 49,72% | 49,72% |
12/07/2024 | 0,75% | 92,50 % | 93,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 973 CHF | 92 666 CHF | 98,53% | 98,53% |
11/07/2024 | 0,75% | 91,45 % | 92,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 357 CHF | 92 045 CHF | 99,08% | 99,08% |
10/07/2024 | 0,75% | 90,75 % | 91,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 344 CHF | 91 026 CHF | 99,73% | 99,73% |
09/07/2024 | 0,75% | 90,40 % | 91,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 024 CHF | 91 708 CHF | 97,58% | 97,58% |
08/07/2024 | 0,75% | 91,25 % | 91,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 457 CHF | 92 146 CHF | 99,69% | 99,69% |
05/07/2024 | 0,76% | 91,35 % | 92,00 % | 100 000 | 100 000 | 99 551 | 99 551 | 92 025 CHF | 92 720 CHF | 98,44% | 98,44% |
04/07/2024 | 0,75% | 91,80 % | 92,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 634 CHF | 92 327 CHF | 99,42% | 99,42% |
03/07/2024 | 0,75% | 91,40 % | 92,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 092 CHF | 91 777 CHF | 99,82% | 99,82% |