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 | 0,73% | 95,66 % | 96,36 % | 150 000 | 150 000 | 150 000 | 150 000 | 142 813 CHF | 143 863 CHF | 15,75% | 15,75% |
15/07/2024 | 0,73% | 94,62 % | 95,32 % | 150 000 | 150 000 | 150 000 | 150 000 | 142 635 CHF | 143 685 CHF | 100,00% | 100,00% |
12/07/2024 | 0,74% | 95,51 % | 96,21 % | 150 000 | 150 000 | 150 000 | 150 000 | 142 068 CHF | 143 118 CHF | 78,41% | 78,41% |
11/07/2024 | 0,72% | 94,92 % | 95,62 % | 150 000 | 150 000 | 150 000 | 150 000 | 144 552 CHF | 145 602 CHF | 98,44% | 98,44% |
10/07/2024 | 0,69% | 101,03 % | 101,73 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 060 CHF | 152 110 CHF | 94,74% | 94,74% |
09/07/2024 | 0,69% | 100,59 % | 101,29 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 813 CHF | 151 863 CHF | 97,76% | 97,76% |
08/07/2024 | 0,70% | 99,95 % | 100,65 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 309 CHF | 151 359 CHF | 99,78% | 99,78% |
05/07/2024 | 0,70% | 99,66 % | 100,36 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 722 CHF | 150 772 CHF | 100,00% | 100,00% |
04/07/2024 | 0,70% | 99,74 % | 100,44 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 668 CHF | 150 718 CHF | 98,27% | 98,27% |
03/07/2024 | 0,70% | 99,11 % | 99,81 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 978 CHF | 150 028 CHF | 3,64% | 3,64% |