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 | 2,37% | 32,37 % | 33,14 % | 500 000 | 500 000 | 500 000 | 500 000 | 160 515 CHF | 164 365 CHF | 99,83% | 99,83% |
15/07/2024 | 2,36% | 31,87 % | 32,64 % | 500 000 | 500 000 | 500 000 | 500 000 | 161 472 CHF | 165 319 CHF | 100,00% | 100,00% |
12/07/2024 | 2,19% | 33,47 % | 34,24 % | 500 000 | 500 000 | 500 000 | 500 000 | 165 809 CHF | 169 482 CHF | 100,00% | 100,00% |
11/07/2024 | 2,27% | 33,67 % | 34,44 % | 500 000 | 500 000 | 500 000 | 500 000 | 167 390 CHF | 171 232 CHF | 100,00% | 100,00% |
10/07/2024 | 2,33% | 33,37 % | 34,14 % | 500 000 | 500 000 | 500 000 | 500 000 | 163 296 CHF | 167 146 CHF | 100,00% | 100,00% |
09/07/2024 | 2,23% | 32,67 % | 33,44 % | 500 000 | 500 000 | 500 000 | 500 000 | 167 147 CHF | 170 913 CHF | 100,00% | 100,00% |
08/07/2024 | 1,63% | 34,67 % | 34,94 % | 500 000 | 500 000 | 500 000 | 500 000 | 169 732 CHF | 172 506 CHF | 100,00% | 100,00% |
05/07/2024 | 1,53% | 34,47 % | 34,74 % | 500 000 | 500 000 | 500 000 | 500 000 | 174 830 CHF | 177 526 CHF | 97,12% | 97,12% |
04/07/2024 | 1,72% | 31,77 % | 32,54 % | 500 000 | 500 000 | 500 000 | 500 000 | 161 222 CHF | 163 993 CHF | 99,45% | 99,45% |
03/07/2024 | 1,76% | 31,97 % | 32,74 % | 500 000 | 500 000 | 500 000 | 500 000 | 158 271 CHF | 161 091 CHF | 100,00% | 100,00% |