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 | 1,86% | 101,10 % | 103,00 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 570 CHF | 51 519 CHF | 99,23% | 99,23% |
16/07/2024 | 1,86% | 101,40 % | 103,30 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 662 CHF | 51 612 CHF | 99,98% | 99,98% |
15/07/2024 | 1,86% | 101,40 % | 103,30 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 654 CHF | 51 604 CHF | 100,00% | 100,00% |
12/07/2024 | 1,86% | 100,90 % | 102,80 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 426 CHF | 51 375 CHF | 100,00% | 100,00% |
11/07/2024 | 1,86% | 100,90 % | 102,80 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 429 CHF | 51 378 CHF | 100,00% | 100,00% |
10/07/2024 | 1,86% | 101,00 % | 102,90 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 461 CHF | 51 411 CHF | 100,00% | 100,00% |
09/07/2024 | 1,86% | 101,00 % | 102,90 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 494 CHF | 51 444 CHF | 99,59% | 99,59% |
08/07/2024 | 1,86% | 101,30 % | 103,20 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 652 CHF | 51 602 CHF | 100,00% | 100,00% |
05/07/2024 | 1,85% | 101,60 % | 103,50 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 825 CHF | 51 775 CHF | 100,00% | 100,00% |
04/07/2024 | 1,84% | 102,30 % | 104,20 % | 50 000 | 50 000 | 50 000 | 50 000 | 51 149 CHF | 52 099 CHF | 99,46% | 99,46% |