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% | 89,60 % | 90,70 % | 50 000 | 50 000 | 50 000 | 50 000 | 44 871 CHF | 45 437 CHF | 91,12% | 91,12% |
15/07/2024 | 1,21% | 89,35 % | 90,05 % | 100 000 | 100 000 | 54 273 | 54 273 | 47 827 CHF | 48 390 CHF | 17,14% | 17,14% |
12/07/2024 | 0,75% | 95,40 % | 96,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 978 CHF | 95 692 CHF | 98,31% | 98,31% |
11/07/2024 | 0,75% | 94,55 % | 95,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 491 CHF | 95 202 CHF | 90,24% | 90,24% |
10/07/2024 | 0,75% | 94,00 % | 94,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 696 CHF | 94 402 CHF | 99,73% | 99,73% |
09/07/2024 | 0,75% | 93,75 % | 94,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 226 CHF | 94 937 CHF | 97,55% | 97,55% |
08/07/2024 | 0,75% | 94,40 % | 95,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 576 CHF | 95 289 CHF | 99,14% | 99,14% |
05/07/2024 | 0,75% | 94,45 % | 95,20 % | 100 000 | 100 000 | 99 684 | 99 684 | 95 012 CHF | 95 729 CHF | 98,20% | 98,20% |
04/07/2024 | 0,75% | 94,85 % | 95,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 718 CHF | 95 433 CHF | 98,67% | 98,67% |
03/07/2024 | 0,75% | 94,50 % | 95,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 255 CHF | 94 967 CHF | 99,42% | 99,42% |