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 | 1,77% | 87,40 % | 88,40 % | 500 000 | 500 000 | 148 281 | 148 281 | 128 989 CHF | 130 746 CHF | 100,00% | 100,00% |
15/07/2024 | 1,75% | 87,70 % | 88,70 % | 500 000 | 500 000 | 148 198 | 148 198 | 130 015 CHF | 131 776 CHF | 100,00% | 100,00% |
12/07/2024 | - | 87,50 % | - % | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
11/07/2024 | 1,80% | 86,20 % | 87,20 % | 500 000 | 500 000 | 147 963 | 147 961 | 127 433 CHF | 129 190 CHF | 99,99% | 99,99% |
10/07/2024 | - | 87,90 % | - % | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
09/07/2024 | 1,51% | 89,50 % | 90,30 % | 500 000 | 500 000 | 146 824 | 146 824 | 131 941 CHF | 133 403 CHF | 99,59% | 99,59% |
08/07/2024 | 1,48% | 90,80 % | 91,60 % | 500 000 | 500 000 | 148 249 | 148 249 | 135 328 CHF | 136 798 CHF | 100,00% | 100,00% |
05/07/2024 | 1,69% | 91,00 % | 92,00 % | 500 000 | 500 000 | 148 256 | 148 256 | 135 041 CHF | 136 805 CHF | 100,00% | 100,00% |
04/07/2024 | 1,74% | 91,70 % | 93,60 % | 50 000 | 50 000 | 49 645 | 49 645 | 45 504 CHF | 46 302 CHF | 99,45% | 99,45% |
03/07/2024 | 1,48% | 91,30 % | 92,10 % | 500 000 | 500 000 | 148 268 | 148 268 | 135 817 CHF | 137 289 CHF | 100,00% | 100,00% |