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 | 0,74% | 99,10 % | 99,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 225 CHF | 99 965 CHF | 94,60% | 94,60% |
15/07/2024 | 1,00% | 99,55 % | 100,30 % | 100 000 | 100 000 | 75 962 | 75 962 | 75 770 CHF | 76 466 CHF | 87,14% | 87,14% |
12/07/2024 | 1,25% | 99,35 % | 100,60 % | 50 000 | 50 000 | 50 000 | 50 000 | 49 476 CHF | 50 097 CHF | 98,06% | 98,06% |
11/07/2024 | 0,75% | 99,10 % | 99,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 984 CHF | 99 730 CHF | 96,60% | 96,60% |
10/07/2024 | 0,75% | 98,80 % | 99,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 632 CHF | 99 375 CHF | 98,65% | 98,65% |
09/07/2024 | 0,75% | 98,55 % | 99,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 520 CHF | 99 263 CHF | 93,77% | 93,77% |
08/07/2024 | 0,75% | 98,45 % | 99,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 447 CHF | 99 190 CHF | 95,62% | 95,62% |
05/07/2024 | 0,75% | 98,70 % | 99,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 655 CHF | 99 394 CHF | 98,39% | 98,39% |
04/07/2024 | 0,75% | 98,35 % | 99,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 184 CHF | 98 921 CHF | 97,29% | 97,29% |
03/07/2024 | 0,75% | 97,60 % | 98,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 164 CHF | 97 897 CHF | 99,14% | 99,14% |