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 | 1,41% | 70,81 % | 71,81 % | 150 000 | 150 000 | 150 000 | 150 000 | 105 462 CHF | 106 962 CHF | 89,72% | 89,72% |
15/07/2024 | 1,40% | 70,71 % | 71,71 % | 150 000 | 150 000 | 150 000 | 150 000 | 106 252 CHF | 107 752 CHF | 99,99% | 99,99% |
12/07/2024 | 1,43% | 69,98 % | 70,98 % | 150 000 | 150 000 | 150 000 | 150 000 | 104 330 CHF | 105 830 CHF | 78,49% | 78,49% |
11/07/2024 | 1,44% | 68,89 % | 69,89 % | 150 000 | 150 000 | 150 000 | 150 000 | 103 192 CHF | 104 692 CHF | 100,00% | 100,00% |
10/07/2024 | 1,47% | 68,23 % | 69,23 % | 150 000 | 150 000 | 150 000 | 150 000 | 101 112 CHF | 102 612 CHF | 94,72% | 94,72% |
09/07/2024 | 1,48% | 66,84 % | 67,84 % | 150 000 | 150 000 | 150 000 | 150 000 | 100 591 CHF | 102 091 CHF | 97,75% | 97,75% |
08/07/2024 | 1,49% | 66,43 % | 67,43 % | 150 000 | 150 000 | 150 000 | 150 000 | 99 729 CHF | 101 229 CHF | 99,79% | 99,79% |
05/07/2024 | 1,48% | 66,40 % | 67,40 % | 150 000 | 150 000 | 150 000 | 150 000 | 100 427 CHF | 101 927 CHF | 100,00% | 100,00% |
04/07/2024 | 1,50% | 66,43 % | 67,43 % | 150 000 | 150 000 | 150 000 | 150 000 | 99 140 CHF | 100 640 CHF | 98,25% | 98,25% |
03/07/2024 | 1,47% | 67,20 % | 68,20 % | 150 000 | 150 000 | 150 000 | 150 000 | 101 117 CHF | 102 617 CHF | 100,00% | 100,00% |