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 | 4,79% | 20,42 % | 21,42 % | 150 000 | 150 000 | 150 000 | 150 000 | 30 552 CHF | 32 052 CHF | 89,73% | 89,73% |
15/07/2024 | 4,76% | 20,45 % | 21,45 % | 150 000 | 150 000 | 150 000 | 150 000 | 30 764 CHF | 32 264 CHF | 100,00% | 100,00% |
12/07/2024 | 4,77% | 20,48 % | 21,48 % | 150 000 | 150 000 | 150 000 | 150 000 | 30 680 CHF | 32 180 CHF | 78,49% | 78,49% |
11/07/2024 | 4,80% | 20,37 % | 21,37 % | 150 000 | 150 000 | 150 000 | 150 000 | 30 518 CHF | 32 018 CHF | 100,00% | 100,00% |
10/07/2024 | 4,85% | 20,20 % | 21,20 % | 150 000 | 150 000 | 150 000 | 150 000 | 30 162 CHF | 31 662 CHF | 94,72% | 94,72% |
09/07/2024 | 4,89% | 19,98 % | 20,98 % | 150 000 | 150 000 | 150 000 | 149 983 | 29 954 CHF | 31 450 CHF | 97,76% | 97,76% |
08/07/2024 | 4,85% | 20,11 % | 21,11 % | 150 000 | 150 000 | 150 000 | 150 000 | 30 193 CHF | 31 693 CHF | 99,79% | 99,79% |
05/07/2024 | 4,86% | 20,06 % | 21,06 % | 150 000 | 150 000 | 150 000 | 150 000 | 30 145 CHF | 31 645 CHF | 100,00% | 100,00% |
04/07/2024 | 4,84% | 20,15 % | 21,15 % | 150 000 | 150 000 | 150 000 | 150 000 | 30 267 CHF | 31 767 CHF | 98,26% | 98,26% |
03/07/2024 | 4,87% | 20,13 % | 21,13 % | 150 000 | 150 000 | 150 000 | 150 000 | 30 024 CHF | 31 524 CHF | 100,00% | 100,00% |