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% | 97,34 % | 98,04 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 809 CHF | 146 859 CHF | 89,72% | 89,72% |
15/07/2024 | 0,71% | 97,24 % | 97,94 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 597 CHF | 147 647 CHF | 100,00% | 100,00% |
12/07/2024 | 0,71% | 97,89 % | 98,59 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 459 CHF | 147 509 CHF | 78,50% | 78,50% |
11/07/2024 | 0,72% | 97,46 % | 98,16 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 983 CHF | 147 033 CHF | 100,00% | 100,00% |
10/07/2024 | 0,71% | 98,75 % | 99,45 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 838 CHF | 148 888 CHF | 94,72% | 94,72% |
09/07/2024 | 0,71% | 98,40 % | 99,10 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 980 CHF | 149 030 CHF | 97,75% | 97,75% |
08/07/2024 | 0,71% | 98,50 % | 99,20 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 843 CHF | 148 893 CHF | 99,78% | 99,78% |
05/07/2024 | 0,71% | 98,26 % | 98,96 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 702 CHF | 148 752 CHF | 100,00% | 100,00% |
04/07/2024 | 0,71% | 98,51 % | 99,21 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 721 CHF | 148 771 CHF | 98,27% | 98,27% |
03/07/2024 | 0,71% | 98,36 % | 99,06 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 188 CHF | 148 238 CHF | 100,00% | 100,00% |