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 | 0,57% | 139,80 % | 140,60 % | 500 000 | 100 000 | 148 247 | 29 649 | 207 124 CHF | 41 662 CHF | 99,99% | 99,99% |
15/07/2024 | 0,58% | 140,40 % | 141,20 % | 500 000 | 100 000 | 148 039 | 29 608 | 206 209 CHF | 41 479 CHF | 100,00% | 100,00% |
12/07/2024 | 0,73% | 138,30 % | 139,30 % | 500 000 | 100 000 | 148 223 | 29 645 | 204 160 CHF | 41 128 CHF | 100,00% | 100,00% |
11/07/2024 | 0,73% | 137,40 % | 138,40 % | 500 000 | 100 000 | 148 011 | 29 602 | 204 251 CHF | 41 147 CHF | 100,00% | 100,00% |
10/07/2024 | 0,58% | 136,60 % | 137,40 % | 500 000 | 100 000 | 148 321 | 29 664 | 203 788 CHF | 40 995 CHF | 100,00% | 100,00% |
09/07/2024 | 0,58% | 137,50 % | 138,30 % | 500 000 | 100 000 | 146 808 | 29 362 | 202 146 CHF | 40 664 CHF | 99,59% | 99,59% |
08/07/2024 | 0,72% | 137,50 % | 138,50 % | 500 000 | 100 000 | 148 027 | 29 605 | 204 762 CHF | 41 249 CHF | 100,00% | 100,00% |
05/07/2024 | 0,71% | 139,60 % | 140,60 % | 500 000 | 100 000 | 148 256 | 29 651 | 206 724 CHF | 41 641 CHF | 100,00% | 100,00% |
04/07/2024 | 0,57% | 139,50 % | 140,30 % | 50 000 | 10 000 | 49 831 | 9 966 | 69 485 CHF | 13 977 CHF | 99,45% | 99,45% |
03/07/2024 | 0,57% | 139,80 % | 140,60 % | 500 000 | 100 000 | 148 262 | 29 652 | 206 773 CHF | 41 592 CHF | 100,00% | 100,00% |