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 | 1,27% | 100,70 % | 101,90 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 252 CHF | 50 892 CHF | 99,33% | 99,33% |
15/07/2024 | 1,25% | 100,40 % | 101,70 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 199 CHF | 50 831 CHF | 89,12% | 89,12% |
12/07/2024 | 0,75% | 100,50 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 403 CHF | 101 156 CHF | 99,38% | 99,38% |
11/07/2024 | 0,75% | 100,80 % | 101,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 884 CHF | 101 641 CHF | 99,15% | 99,15% |
10/07/2024 | 0,75% | 100,80 % | 101,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 695 CHF | 101 454 CHF | 100,00% | 100,00% |
09/07/2024 | 0,74% | 100,90 % | 101,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 984 CHF | 101 732 CHF | 100,00% | 100,00% |
08/07/2024 | 0,75% | 101,00 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 866 CHF | 101 622 CHF | 100,00% | 100,00% |
05/07/2024 | 0,74% | 101,00 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 009 CHF | 101 757 CHF | 57,37% | 57,37% |
04/07/2024 | 0,73% | 100,90 % | 101,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 973 CHF | 101 715 CHF | 71,69% | 71,69% |
03/07/2024 | 0,73% | 100,90 % | 101,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 898 CHF | 101 640 CHF | 66,98% | 66,98% |