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 | 0,84% | 94,40 % | 95,20 % | 500 000 | 500 000 | 149 488 | 149 488 | 141 235 CHF | 142 431 CHF | 98,68% | 98,68% |
15/07/2024 | 0,85% | 94,60 % | 95,40 % | 500 000 | 500 000 | 147 763 | 147 763 | 139 403 CHF | 140 587 CHF | 100,00% | 100,00% |
12/07/2024 | 1,07% | 94,70 % | 95,70 % | 500 000 | 500 000 | 148 151 | 148 151 | 139 290 CHF | 140 771 CHF | 100,00% | 100,00% |
11/07/2024 | 1,06% | 93,60 % | 94,60 % | 500 000 | 500 000 | 147 963 | 147 963 | 139 226 CHF | 140 707 CHF | 100,00% | 100,00% |
10/07/2024 | 0,84% | 94,90 % | 95,70 % | 500 000 | 500 000 | 148 083 | 148 083 | 140 309 CHF | 141 495 CHF | 100,00% | 100,00% |
09/07/2024 | 0,84% | 94,70 % | 95,50 % | 500 000 | 500 000 | 146 541 | 146 541 | 139 472 CHF | 140 646 CHF | 99,59% | 99,59% |
08/07/2024 | 1,07% | 94,70 % | 95,70 % | 500 000 | 500 000 | 147 583 | 147 583 | 139 353 CHF | 140 832 CHF | 100,00% | 100,00% |
05/07/2024 | 1,10% | 92,30 % | 93,30 % | 500 000 | 500 000 | 147 924 | 147 924 | 134 493 CHF | 135 974 CHF | 100,00% | 100,00% |
04/07/2024 | 0,88% | 90,50 % | 91,30 % | 50 000 | 50 000 | 49 989 | 49 989 | 45 254 CHF | 45 654 CHF | 99,45% | 99,45% |
03/07/2024 | 0,88% | 90,20 % | 91,00 % | 500 000 | 500 000 | 148 178 | 148 178 | 133 456 CHF | 134 641 CHF | 100,00% | 100,00% |