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 | 1,00% | 77,78 % | 78,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 195 740 CHF | 197 707 CHF | 98,50% | 98,50% |
15/07/2024 | 1,00% | 77,36 % | 78,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 192 575 CHF | 194 511 CHF | 100,00% | 100,00% |
12/07/2024 | 1,00% | 78,26 % | 79,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 196 575 CHF | 198 549 CHF | 100,00% | 100,00% |
11/07/2024 | 1,00% | 77,55 % | 78,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 192 413 CHF | 194 343 CHF | 91,69% | 91,69% |
10/07/2024 | 0,92% | 87,02 % | 87,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 302 CHF | 219 302 CHF | 100,00% | 100,00% |
09/07/2024 | 0,90% | 88,20 % | 89,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 699 CHF | 223 699 CHF | 100,00% | 100,00% |
08/07/2024 | 0,89% | 88,93 % | 89,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 980 CHF | 225 980 CHF | 99,27% | 99,27% |
05/07/2024 | 0,89% | 88,94 % | 89,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 936 CHF | 224 936 CHF | 100,00% | 100,00% |
04/07/2024 | 0,89% | 88,71 % | 89,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 699 CHF | 224 699 CHF | 94,70% | 94,70% |
03/07/2024 | 0,94% | 85,77 % | 86,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 876 CHF | 213 876 CHF | 99,92% | 99,92% |