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 | 0,75% | 100,90 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 586 CHF | 101 343 CHF | 95,25% | 95,25% |
15/07/2024 | 0,75% | 100,50 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 714 CHF | 101 467 CHF | 82,45% | 82,45% |
12/07/2024 | 0,76% | 100,90 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 691 CHF | 101 455 CHF | 85,78% | 85,78% |
11/07/2024 | 0,74% | 100,60 % | 101,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 374 CHF | 101 120 CHF | 76,69% | 76,69% |
10/07/2024 | 0,75% | 99,95 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 865 CHF | 100 619 CHF | 100,00% | 100,00% |
09/07/2024 | 0,75% | 99,65 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 889 CHF | 100 642 CHF | 94,95% | 94,95% |
08/07/2024 | 0,75% | 99,70 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 861 CHF | 100 614 CHF | 99,31% | 99,31% |
05/07/2024 | 0,75% | 99,85 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 083 CHF | 100 841 CHF | 97,52% | 97,52% |
04/07/2024 | 0,75% | 100,00 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 914 CHF | 100 666 CHF | 95,45% | 95,45% |
03/07/2024 | 0,74% | 99,75 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 737 CHF | 100 481 CHF | 99,90% | 99,90% |