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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 0,74% | 95,42 % | 96,13 % | 115 000 | 114 000 | 114 896 | 114 004 | 109 427 CHF | 109 389 CHF | 99,95% | 99,95% |
16/07/2024 | 0,75% | 96,38 % | 97,11 % | 114 000 | 113 000 | 113 937 | 112 978 | 109 720 CHF | 109 620 CHF | 100,00% | 100,00% |
15/07/2024 | 0,76% | 95,87 % | 96,60 % | 114 000 | 113 000 | 113 966 | 113 055 | 109 730 CHF | 109 678 CHF | 100,00% | 100,00% |
12/07/2024 | 0,76% | 96,20 % | 96,93 % | 114 000 | 113 000 | 114 000 | 113 051 | 109 467 CHF | 109 381 CHF | 100,00% | 100,00% |
11/07/2024 | 0,75% | 95,87 % | 96,60 % | 114 000 | 113 000 | 114 640 | 113 852 | 109 535 CHF | 109 600 CHF | 99,94% | 99,94% |
10/07/2024 | 0,74% | 95,66 % | 96,38 % | 114 000 | 114 000 | 114 945 | 114 000 | 109 593 CHF | 109 503 CHF | 100,00% | 100,00% |
09/07/2024 | 0,75% | 94,63 % | 95,34 % | 116 000 | 115 000 | 115 922 | 114 976 | 109 585 CHF | 109 507 CHF | 100,00% | 100,00% |
08/07/2024 | 0,74% | 94,82 % | 95,53 % | 116 000 | 115 000 | 115 171 | 114 490 | 109 388 CHF | 109 554 CHF | 100,00% | 100,00% |
05/07/2024 | 0,75% | 94,94 % | 95,65 % | 115 000 | 115 000 | 115 722 | 114 936 | 109 619 CHF | 109 691 CHF | 100,00% | 100,00% |
04/07/2024 | 0,75% | 94,77 % | 95,48 % | 116 000 | 115 000 | 115 751 | 114 789 | 109 601 CHF | 109 505 CHF | 100,00% | 100,00% |