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% | 83,86 % | 84,56 % | 150 000 | 150 000 | 150 000 | 150 000 | 125 117 CHF | 126 167 CHF | 89,72% | 89,72% |
15/07/2024 | 0,83% | 84,21 % | 84,91 % | 150 000 | 150 000 | 149 992 | 150 000 | 126 124 CHF | 127 180 CHF | 99,69% | 99,69% |
12/07/2024 | 0,83% | 84,87 % | 85,57 % | 150 000 | 150 000 | 150 000 | 150 000 | 126 389 CHF | 127 439 CHF | 76,55% | 76,55% |
11/07/2024 | 0,81% | 85,27 % | 85,97 % | 150 000 | 150 000 | 150 000 | 150 000 | 128 663 CHF | 129 713 CHF | 90,34% | 90,34% |
10/07/2024 | 0,81% | 85,94 % | 86,64 % | 150 000 | 150 000 | 150 000 | 150 000 | 129 855 CHF | 130 905 CHF | 94,74% | 94,74% |
09/07/2024 | 0,80% | 85,83 % | 86,53 % | 150 000 | 150 000 | 150 000 | 150 000 | 130 326 CHF | 131 376 CHF | 97,75% | 97,75% |
08/07/2024 | 0,79% | 87,48 % | 88,18 % | 150 000 | 150 000 | 150 000 | 150 000 | 131 974 CHF | 133 024 CHF | 99,78% | 99,78% |
05/07/2024 | 0,81% | 86,33 % | 87,03 % | 150 000 | 150 000 | 150 000 | 150 000 | 129 830 CHF | 130 880 CHF | 100,00% | 100,00% |
04/07/2024 | 0,81% | 85,41 % | 86,11 % | 150 000 | 150 000 | 150 000 | 150 000 | 128 593 CHF | 129 643 CHF | 98,27% | 98,27% |
03/07/2024 | 0,81% | 86,76 % | 87,46 % | 150 000 | 150 000 | 150 000 | 150 000 | 128 559 CHF | 129 609 CHF | 100,00% | 100,00% |