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 | 1,08% | 91,75 % | 92,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 674 CHF | 92 674 CHF | 84,94% | 84,94% |
15/07/2024 | 1,08% | 91,20 % | 92,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 765 CHF | 92 765 CHF | 98,48% | 98,48% |
12/07/2024 | 1,08% | 91,85 % | 92,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 707 CHF | 92 707 CHF | 81,94% | 81,94% |
11/07/2024 | 1,08% | 92,30 % | 93,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 115 CHF | 93 115 CHF | 98,58% | 98,58% |
10/07/2024 | 1,08% | 92,25 % | 93,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 881 CHF | 92 881 CHF | 59,58% | 59,58% |
09/07/2024 | 1,08% | 91,55 % | 92,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 182 CHF | 93 182 CHF | 99,19% | 99,19% |
08/07/2024 | 1,08% | 92,05 % | 93,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 510 CHF | 93 510 CHF | 98,37% | 98,37% |
05/07/2024 | 1,06% | 93,10 % | 94,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 427 CHF | 94 427 CHF | 98,52% | 98,52% |
04/07/2024 | 1,06% | 93,85 % | 94,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 815 CHF | 94 815 CHF | 96,98% | 96,98% |
03/07/2024 | 1,07% | 93,50 % | 94,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 268 CHF | 94 268 CHF | 97,61% | 97,61% |