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% | 78,41 % | 79,00 % | 255 000 | 253 000 | 254 555 | 252 613 | 199 620 CHF | 199 588 CHF | 100,00% | 100,00% |
15/07/2024 | 0,75% | 79,54 % | 80,14 % | 251 000 | 249 000 | 249 327 | 247 440 | 199 610 CHF | 199 599 CHF | 99,99% | 99,99% |
12/07/2024 | 0,75% | 81,33 % | 81,94 % | 245 000 | 244 000 | 247 155 | 245 296 | 199 595 CHF | 199 590 CHF | 100,00% | 100,00% |
11/07/2024 | 0,75% | 80,18 % | 80,79 % | 249 000 | 247 000 | 249 263 | 247 342 | 199 632 CHF | 199 594 CHF | 99,92% | 99,92% |
10/07/2024 | 0,76% | 77,80 % | 78,40 % | 135 000 | 150 000 | 256 116 | 207 771 | 198 387 CHF | 162 003 CHF | 100,00% | 100,00% |
09/07/2024 | 0,75% | 76,74 % | 77,31 % | 260 000 | 258 000 | 258 416 | 256 488 | 199 628 CHF | 199 633 CHF | 100,00% | 100,00% |
08/07/2024 | 0,74% | 78,77 % | 79,36 % | 253 000 | 252 000 | 252 874 | 251 028 | 199 606 CHF | 199 631 CHF | 99,99% | 99,99% |
05/07/2024 | 0,75% | 78,74 % | 79,33 % | 254 000 | 252 000 | 250 844 | 248 938 | 199 574 CHF | 199 548 CHF | 100,00% | 100,00% |
04/07/2024 | 0,75% | 78,87 % | 79,46 % | 253 000 | 251 000 | 253 267 | 251 362 | 199 638 CHF | 199 620 CHF | 100,00% | 100,00% |
03/07/2024 | 0,75% | 79,07 % | 79,66 % | 252 000 | 251 000 | 253 650 | 251 774 | 199 606 CHF | 199 616 CHF | 100,00% | 100,00% |