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% | 62,69 % | 63,16 % | 315 000 | 315 000 | 319 514 | 315 878 | 198 875 CHF | 198 096 CHF | 100,00% | 100,00% |
15/07/2024 | 0,75% | 63,19 % | 63,66 % | 315 000 | 310 000 | 310 532 | 307 868 | 198 555 CHF | 198 331 CHF | 99,99% | 99,99% |
12/07/2024 | 0,75% | 63,63 % | 64,11 % | 310 000 | 310 000 | 309 395 | 306 902 | 198 508 CHF | 198 399 CHF | 100,00% | 100,00% |
11/07/2024 | 0,75% | 64,90 % | 65,39 % | 305 000 | 305 000 | 308 682 | 306 484 | 198 262 CHF | 198 331 CHF | 99,96% | 99,96% |
10/07/2024 | 0,75% | 63,28 % | 63,76 % | 315 000 | 310 000 | 312 498 | 310 008 | 198 258 CHF | 198 163 CHF | 100,00% | 100,00% |
09/07/2024 | 0,75% | 63,51 % | 63,99 % | 310 000 | 310 000 | 309 913 | 307 515 | 198 460 CHF | 198 407 CHF | 100,00% | 100,00% |
08/07/2024 | 0,75% | 63,61 % | 64,09 % | 310 000 | 310 000 | 309 463 | 306 055 | 198 562 CHF | 197 852 CHF | 100,00% | 100,00% |
05/07/2024 | 0,75% | 64,30 % | 64,79 % | 310 000 | 305 000 | 309 630 | 305 749 | 199 015 CHF | 198 006 CHF | 99,98% | 99,98% |
04/07/2024 | 0,75% | 63,50 % | 63,98 % | 310 000 | 310 000 | 313 860 | 310 202 | 198 858 CHF | 198 022 CHF | 100,00% | 100,00% |
03/07/2024 | 0,75% | 62,13 % | 62,60 % | 320 000 | 315 000 | 319 981 | 315 972 | 199 056 CHF | 198 044 CHF | 99,99% | 99,99% |