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% | 90,55 % | 91,70 % | 50 000 | 50 000 | 50 000 | 50 000 | 45 364 CHF | 45 936 CHF | 91,50% | 91,50% |
15/07/2024 | 1,24% | 90,50 % | 91,15 % | 100 000 | 100 000 | 51 710 | 51 710 | 46 149 CHF | 46 715 CHF | 34,75% | 34,75% |
12/07/2024 | 0,75% | 95,90 % | 96,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 511 CHF | 96 231 CHF | 98,76% | 98,76% |
11/07/2024 | 0,75% | 95,15 % | 95,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 077 CHF | 95 793 CHF | 98,92% | 98,92% |
10/07/2024 | 0,75% | 94,65 % | 95,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 334 CHF | 95 044 CHF | 99,73% | 99,73% |
09/07/2024 | 0,75% | 94,40 % | 95,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 831 CHF | 95 545 CHF | 97,55% | 97,55% |
08/07/2024 | 0,75% | 94,95 % | 95,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 126 CHF | 95 843 CHF | 99,74% | 99,74% |
05/07/2024 | 0,75% | 95,00 % | 95,75 % | 100 000 | 100 000 | 99 857 | 99 857 | 95 669 CHF | 96 392 CHF | 97,86% | 97,86% |
04/07/2024 | 0,75% | 95,35 % | 96,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 217 CHF | 95 936 CHF | 98,38% | 98,38% |
03/07/2024 | 0,75% | 95,05 % | 95,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 801 CHF | 95 515 CHF | 99,10% | 99,10% |