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 | 0,88% | 79,25 % | 79,95 % | 150 000 | 150 000 | 150 000 | 150 000 | 118 893 CHF | 119 943 CHF | 89,71% | 89,71% |
15/07/2024 | 0,86% | 80,15 % | 80,85 % | 150 000 | 150 000 | 150 000 | 150 000 | 121 243 CHF | 122 293 CHF | 99,67% | 99,67% |
12/07/2024 | 0,85% | 81,83 % | 82,53 % | 150 000 | 150 000 | 150 000 | 150 000 | 122 760 CHF | 123 810 CHF | 78,49% | 78,49% |
11/07/2024 | 0,85% | 81,92 % | 82,62 % | 150 000 | 150 000 | 150 000 | 150 000 | 122 485 CHF | 123 535 CHF | 99,99% | 99,99% |
10/07/2024 | 0,87% | 80,51 % | 81,21 % | 150 000 | 150 000 | 150 000 | 150 000 | 120 488 CHF | 121 538 CHF | 94,74% | 94,74% |
09/07/2024 | 0,87% | 79,88 % | 80,58 % | 150 000 | 150 000 | 150 000 | 150 000 | 120 815 CHF | 121 865 CHF | 97,77% | 97,77% |
08/07/2024 | 0,85% | 80,90 % | 81,60 % | 150 000 | 150 000 | 150 000 | 150 000 | 122 526 CHF | 123 576 CHF | 99,78% | 99,78% |
05/07/2024 | 0,85% | 81,61 % | 82,31 % | 150 000 | 150 000 | 150 000 | 150 000 | 122 963 CHF | 124 013 CHF | 100,00% | 100,00% |
04/07/2024 | 0,85% | 81,76 % | 82,46 % | 150 000 | 150 000 | 150 000 | 150 000 | 122 760 CHF | 123 810 CHF | 97,71% | 97,71% |
03/07/2024 | 0,85% | 81,81 % | 82,51 % | 150 000 | 150 000 | 150 000 | 150 000 | 122 463 CHF | 123 513 CHF | 100,00% | 100,00% |