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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 1,00% | 72,24 % | 72,97 % | 150 000 | 150 000 | 150 000 | 150 000 | 110 421 CHF | 111 533 CHF | 96,98% | 96,98% |
16/07/2024 | 1,00% | 70,59 % | 71,30 % | 150 000 | 150 000 | 150 000 | 150 000 | 107 689 CHF | 108 772 CHF | 100,00% | 100,00% |
15/07/2024 | 1,00% | 72,03 % | 72,75 % | 150 000 | 150 000 | 150 000 | 150 000 | 108 646 CHF | 109 738 CHF | 96,07% | 96,07% |
12/07/2024 | 1,00% | 74,28 % | 75,03 % | 150 000 | 150 000 | 150 000 | 150 000 | 111 703 CHF | 112 825 CHF | 100,00% | 100,00% |
11/07/2024 | 1,00% | 74,86 % | 75,61 % | 150 000 | 150 000 | 150 000 | 150 000 | 108 346 CHF | 109 434 CHF | 99,99% | 99,99% |
10/07/2024 | 1,00% | 68,54 % | 69,23 % | 150 000 | 150 000 | 150 000 | 150 000 | 97 863 CHF | 98 844 CHF | 100,00% | 100,00% |
09/07/2024 | 1,00% | 66,72 % | 67,39 % | 150 000 | 150 000 | 150 000 | 150 000 | 112 398 CHF | 113 529 CHF | 90,26% | 90,26% |
08/07/2024 | 1,00% | 78,06 % | 78,84 % | 150 000 | 150 000 | 150 000 | 150 000 | 113 366 CHF | 114 504 CHF | 98,16% | 98,16% |
05/07/2024 | 1,00% | 74,11 % | 74,85 % | 150 000 | 150 000 | 150 000 | 150 000 | 114 692 CHF | 115 840 CHF | 100,00% | 100,00% |
04/07/2024 | 1,00% | 76,58 % | 77,35 % | 150 000 | 150 000 | 150 000 | 150 000 | 114 894 CHF | 116 049 CHF | 100,00% | 100,00% |