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 | 0,72% | 97,69 % | 98,39 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 317 CHF | 147 367 CHF | 89,73% | 89,73% |
15/07/2024 | 0,71% | 97,78 % | 98,48 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 181 CHF | 148 231 CHF | 99,99% | 99,99% |
12/07/2024 | 0,71% | 97,95 % | 98,65 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 534 CHF | 147 584 CHF | 78,50% | 78,50% |
11/07/2024 | 0,72% | 97,25 % | 97,95 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 700 CHF | 146 750 CHF | 100,00% | 100,00% |
10/07/2024 | 0,72% | 96,79 % | 97,49 % | 150 000 | 150 000 | 150 000 | 150 000 | 144 479 CHF | 145 529 CHF | 94,72% | 94,72% |
09/07/2024 | 0,72% | 95,96 % | 96,66 % | 150 000 | 150 000 | 150 000 | 150 000 | 144 369 CHF | 145 419 CHF | 97,75% | 97,75% |
08/07/2024 | 0,73% | 95,79 % | 96,49 % | 150 000 | 150 000 | 150 000 | 150 000 | 143 754 CHF | 144 804 CHF | 99,78% | 99,78% |
05/07/2024 | 0,73% | 95,69 % | 96,39 % | 150 000 | 150 000 | 150 000 | 150 000 | 144 112 CHF | 145 162 CHF | 100,00% | 100,00% |
04/07/2024 | 0,73% | 95,77 % | 96,47 % | 150 000 | 150 000 | 150 000 | 150 000 | 143 350 CHF | 144 400 CHF | 98,27% | 98,27% |
03/07/2024 | 0,72% | 96,29 % | 96,99 % | 150 000 | 150 000 | 150 000 | 150 000 | 144 438 CHF | 145 488 CHF | 100,00% | 100,00% |