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% | 94,78 % | 95,48 % | 150 000 | 150 000 | 150 000 | 150 000 | 142 129 CHF | 143 179 CHF | 89,70% | 89,70% |
15/07/2024 | 0,73% | 95,28 % | 95,98 % | 150 000 | 150 000 | 150 000 | 150 000 | 143 572 CHF | 144 622 CHF | 100,00% | 100,00% |
12/07/2024 | 0,73% | 95,72 % | 96,42 % | 150 000 | 150 000 | 150 000 | 150 000 | 142 713 CHF | 143 763 CHF | 78,50% | 78,50% |
11/07/2024 | 0,74% | 94,89 % | 95,59 % | 150 000 | 150 000 | 150 000 | 150 000 | 141 599 CHF | 142 649 CHF | 100,00% | 100,00% |
10/07/2024 | 0,74% | 93,88 % | 94,58 % | 150 000 | 150 000 | 150 000 | 150 000 | 140 768 CHF | 141 818 CHF | 94,74% | 94,74% |
09/07/2024 | 0,74% | 93,48 % | 94,18 % | 150 000 | 150 000 | 150 000 | 150 000 | 141 050 CHF | 142 100 CHF | 97,76% | 97,76% |
08/07/2024 | 0,74% | 93,58 % | 94,28 % | 150 000 | 150 000 | 150 000 | 150 000 | 140 587 CHF | 141 637 CHF | 99,79% | 99,79% |
05/07/2024 | 0,74% | 93,51 % | 94,21 % | 150 000 | 150 000 | 150 000 | 150 000 | 140 637 CHF | 141 687 CHF | 100,00% | 100,00% |
04/07/2024 | 0,75% | 93,62 % | 94,32 % | 150 000 | 150 000 | 150 000 | 150 000 | 140 348 CHF | 141 398 CHF | 98,26% | 98,26% |
03/07/2024 | 0,75% | 93,53 % | 94,23 % | 150 000 | 150 000 | 150 000 | 150 000 | 139 659 CHF | 140 709 CHF | 100,00% | 100,00% |