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 | 0,82% | 96,70 % | 97,50 % | 500 000 | 500 000 | 149 514 | 149 514 | 144 627 CHF | 145 823 CHF | 98,69% | 98,69% |
15/07/2024 | 0,83% | 97,00 % | 97,80 % | 500 000 | 500 000 | 147 763 | 147 763 | 142 984 CHF | 144 168 CHF | 100,00% | 100,00% |
12/07/2024 | 1,03% | 97,20 % | 98,20 % | 500 000 | 500 000 | 148 150 | 148 150 | 143 398 CHF | 144 880 CHF | 100,00% | 100,00% |
11/07/2024 | 1,03% | 96,80 % | 97,80 % | 500 000 | 500 000 | 147 866 | 147 866 | 143 663 CHF | 145 144 CHF | 100,00% | 100,00% |
10/07/2024 | 0,82% | 97,90 % | 98,70 % | 500 000 | 500 000 | 148 083 | 148 083 | 144 856 CHF | 146 041 CHF | 100,00% | 100,00% |
09/07/2024 | 0,81% | 97,90 % | 98,70 % | 500 000 | 500 000 | 146 556 | 146 556 | 143 981 CHF | 145 155 CHF | 99,59% | 99,59% |
08/07/2024 | 1,03% | 98,20 % | 99,20 % | 500 000 | 500 000 | 147 583 | 147 583 | 144 593 CHF | 146 072 CHF | 100,00% | 100,00% |
05/07/2024 | 1,04% | 96,90 % | 97,90 % | 500 000 | 500 000 | 147 924 | 147 924 | 141 944 CHF | 143 424 CHF | 100,00% | 100,00% |
04/07/2024 | 0,83% | 96,20 % | 97,00 % | 50 000 | 50 000 | 49 989 | 49 989 | 48 091 CHF | 48 491 CHF | 99,45% | 99,45% |
03/07/2024 | 0,83% | 96,50 % | 97,30 % | 500 000 | 500 000 | 148 178 | 148 178 | 142 838 CHF | 144 024 CHF | 100,00% | 100,00% |