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% | 95,10 % | 96,30 % | 50 000 | 50 000 | 50 000 | 50 000 | 47 620 CHF | 48 220 CHF | 90,95% | 90,95% |
15/07/2024 | 1,20% | 95,05 % | 95,75 % | 100 000 | 100 000 | 55 455 | 55 455 | 52 142 CHF | 52 749 CHF | 37,00% | 37,00% |
12/07/2024 | 0,75% | 98,95 % | 99,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 634 CHF | 99 378 CHF | 98,20% | 98,20% |
11/07/2024 | 0,75% | 98,30 % | 99,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 243 CHF | 98 983 CHF | 97,40% | 97,40% |
10/07/2024 | 0,75% | 97,90 % | 98,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 692 CHF | 98 428 CHF | 98,93% | 98,93% |
09/07/2024 | 0,75% | 97,70 % | 98,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 064 CHF | 98 802 CHF | 97,49% | 97,49% |
08/07/2024 | 0,75% | 98,20 % | 98,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 335 CHF | 99 075 CHF | 98,94% | 98,94% |
05/07/2024 | 0,75% | 98,25 % | 99,00 % | 100 000 | 100 000 | 99 818 | 99 818 | 98 714 CHF | 99 458 CHF | 97,87% | 97,87% |
04/07/2024 | 0,75% | 98,55 % | 99,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 440 CHF | 99 182 CHF | 98,45% | 98,45% |
03/07/2024 | 0,75% | 98,30 % | 99,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 104 CHF | 98 843 CHF | 99,51% | 99,51% |