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 | 0,77% | 89,99 % | 90,69 % | 150 000 | 150 000 | 150 000 | 150 000 | 135 789 CHF | 136 839 CHF | 89,69% | 89,69% |
15/07/2024 | 0,77% | 92,08 % | 92,78 % | 150 000 | 150 000 | 150 000 | 150 000 | 136 645 CHF | 137 695 CHF | 99,11% | 99,11% |
12/07/2024 | 0,76% | 92,86 % | 93,56 % | 150 000 | 150 000 | 150 000 | 149 929 | 137 708 CHF | 138 692 CHF | 58,98% | 58,98% |
11/07/2024 | 0,76% | 91,87 % | 92,57 % | 150 000 | 150 000 | 150 000 | 150 000 | 137 870 CHF | 138 920 CHF | 94,11% | 94,11% |
10/07/2024 | 0,75% | 93,10 % | 93,80 % | 150 000 | 150 000 | 150 000 | 150 000 | 140 204 CHF | 141 254 CHF | 94,73% | 94,73% |
09/07/2024 | 0,75% | 93,22 % | 93,92 % | 150 000 | 150 000 | 150 000 | 150 000 | 140 407 CHF | 141 457 CHF | 97,75% | 97,75% |
08/07/2024 | 0,74% | 93,87 % | 94,57 % | 150 000 | 150 000 | 150 000 | 150 000 | 141 335 CHF | 142 385 CHF | 99,76% | 99,76% |
05/07/2024 | 0,75% | 93,66 % | 94,36 % | 150 000 | 150 000 | 150 000 | 150 000 | 140 354 CHF | 141 404 CHF | 100,00% | 100,00% |
04/07/2024 | 0,75% | 93,13 % | 93,83 % | 150 000 | 150 000 | 150 000 | 150 000 | 138 916 CHF | 139 966 CHF | 98,26% | 98,26% |
03/07/2024 | 0,76% | 92,98 % | 93,68 % | 150 000 | 150 000 | 150 000 | 150 000 | 138 190 CHF | 139 240 CHF | 99,42% | 99,42% |