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% | 100,80 % | 102,00 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 227 CHF | 50 859 CHF | 98,68% | 98,68% |
15/07/2024 | 1,24% | 100,30 % | 101,50 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 115 CHF | 50 742 CHF | 88,67% | 88,67% |
12/07/2024 | 0,75% | 100,40 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 094 CHF | 100 848 CHF | 99,38% | 99,38% |
11/07/2024 | 0,75% | 100,60 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 813 CHF | 101 571 CHF | 98,79% | 98,79% |
10/07/2024 | 0,75% | 100,80 % | 101,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 501 CHF | 101 261 CHF | 100,00% | 100,00% |
09/07/2024 | 0,75% | 100,80 % | 101,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 012 CHF | 101 771 CHF | 100,00% | 100,00% |
08/07/2024 | 0,76% | 101,00 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 761 CHF | 101 528 CHF | 100,00% | 100,00% |
05/07/2024 | 0,76% | 100,70 % | 101,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 774 CHF | 101 539 CHF | 57,37% | 57,37% |
04/07/2024 | 0,76% | 100,40 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 644 CHF | 101 414 CHF | 71,69% | 71,69% |
03/07/2024 | 0,76% | 100,50 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 572 CHF | 101 337 CHF | 66,98% | 66,98% |