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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 0,96% | 103,50 % | 104,50 % | 10 000 | 10 000 | 10 000 | 10 000 | 10 406 CHF | 10 506 CHF | 97,60% | 97,60% |
16/07/2024 | 0,96% | 104,20 % | 105,20 % | 100 000 | 100 000 | 19 770 | 19 770 | 20 560 CHF | 20 758 CHF | 98,83% | 98,83% |
15/07/2024 | 0,96% | 104,00 % | 105,00 % | 100 000 | 100 000 | 24 347 | 24 347 | 25 252 CHF | 25 495 CHF | 98,54% | 98,54% |
12/07/2024 | 0,96% | 104,00 % | 105,00 % | 100 000 | 100 000 | 24 814 | 24 814 | 25 731 CHF | 25 979 CHF | 99,95% | 99,95% |
11/07/2024 | 0,97% | 103,60 % | 104,60 % | 100 000 | 100 000 | 25 087 | 25 087 | 25 845 CHF | 26 096 CHF | 98,65% | 98,65% |
10/07/2024 | 0,97% | 102,60 % | 103,60 % | 100 000 | 100 000 | 24 883 | 24 883 | 25 522 CHF | 25 771 CHF | 95,59% | 95,59% |
09/07/2024 | 0,98% | 102,00 % | 103,00 % | 100 000 | 100 000 | 25 705 | 25 705 | 26 224 CHF | 26 481 CHF | 88,41% | 88,41% |
08/07/2024 | 0,98% | 101,40 % | 102,40 % | 100 000 | 100 000 | 23 006 | 23 006 | 23 326 CHF | 23 556 CHF | 97,31% | 97,31% |
05/07/2024 | 0,98% | 101,30 % | 102,30 % | 100 000 | 100 000 | 27 960 | 27 960 | 28 431 CHF | 28 710 CHF | 90,10% | 90,10% |
04/07/2024 | 0,98% | 101,60 % | 102,60 % | 10 000 | 10 000 | 10 000 | 10 000 | 10 160 CHF | 10 260 CHF | 99,47% | 99,47% |