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 | 0,77% | 103,30 % | 104,10 % | 50 000 | 50 000 | 481 430 | 481 430 | 497 187 CHF | 501 038 CHF | 100,00% | 100,00% |
15/07/2024 | 0,80% | 103,20 % | 104,00 % | 50 000 | 50 000 | 458 788 | 458 788 | 474 358 CHF | 478 139 CHF | 100,00% | 100,00% |
12/07/2024 | 0,97% | 103,10 % | 104,10 % | 50 000 | 50 000 | 481 462 | 481 462 | 495 803 CHF | 500 617 CHF | 100,00% | 100,00% |
11/07/2024 | 0,98% | 102,40 % | 103,40 % | 50 000 | 50 000 | 476 528 | 476 528 | 489 040 CHF | 493 830 CHF | 100,00% | 100,00% |
10/07/2024 | 0,78% | 103,00 % | 103,80 % | 50 000 | 50 000 | 481 397 | 481 397 | 494 535 CHF | 498 386 CHF | 100,00% | 100,00% |
09/07/2024 | 0,80% | 102,40 % | 103,20 % | 50 000 | 50 000 | 462 503 | 462 503 | 474 753 CHF | 478 546 CHF | 99,58% | 99,58% |
08/07/2024 | 0,97% | 102,60 % | 103,60 % | 50 000 | 50 000 | 481 326 | 481 326 | 494 102 CHF | 498 916 CHF | 100,00% | 100,00% |
05/07/2024 | 0,98% | 102,10 % | 103,10 % | 50 000 | 50 000 | 481 405 | 481 405 | 490 572 CHF | 495 386 CHF | 100,00% | 100,00% |
04/07/2024 | 0,78% | 102,40 % | 103,20 % | 50 000 | 50 000 | 480 148 | 480 148 | 491 355 CHF | 495 202 CHF | 99,45% | 99,45% |
03/07/2024 | 0,78% | 102,10 % | 102,90 % | 50 000 | 50 000 | 481 321 | 481 321 | 493 333 CHF | 497 184 CHF | 100,00% | 100,00% |