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 | 0,97% | 82,71 % | 83,51 % | 150 000 | 250 000 | 150 000 | 250 000 | 122 780 CHF | 206 634 CHF | 100,00% | 100,00% |
15/07/2024 | 0,95% | 82,78 % | 83,58 % | 150 000 | 250 000 | 150 000 | 250 000 | 125 597 CHF | 211 328 CHF | 100,00% | 100,00% |
12/07/2024 | 0,98% | 82,55 % | 83,35 % | 150 000 | 250 000 | 150 000 | 250 000 | 122 422 CHF | 206 036 CHF | 100,00% | 100,00% |
11/07/2024 | 0,99% | 80,21 % | 81,01 % | 150 000 | 250 000 | 150 000 | 250 000 | 120 206 CHF | 202 344 CHF | 100,00% | 100,00% |
10/07/2024 | 1,00% | 79,12 % | 79,92 % | 150 000 | 250 000 | 150 000 | 250 000 | 116 293 CHF | 195 772 CHF | 100,00% | 100,00% |
09/07/2024 | 1,00% | 76,39 % | 77,16 % | 150 000 | 250 000 | 150 000 | 250 000 | 115 258 CHF | 194 030 CHF | 100,00% | 100,00% |
08/07/2024 | 1,00% | 76,26 % | 77,03 % | 150 000 | 250 000 | 150 000 | 250 000 | 114 494 CHF | 192 743 CHF | 99,90% | 99,90% |
05/07/2024 | 1,00% | 75,89 % | 76,65 % | 150 000 | 250 000 | 150 000 | 250 000 | 115 432 CHF | 194 322 CHF | 99,98% | 99,98% |
04/07/2024 | 1,00% | 76,15 % | 76,92 % | 150 000 | 250 000 | 150 000 | 250 000 | 113 338 CHF | 190 794 CHF | 100,00% | 100,00% |
03/07/2024 | 1,00% | 77,65 % | 78,43 % | 150 000 | 250 000 | 150 000 | 250 000 | 116 896 CHF | 196 786 CHF | 99,06% | 99,06% |