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 | 1,10% | 103,80 % | 104,30 % | 500 000 | 500 000 | 145 072 | 145 072 | 150 411 CHF | 151 450 CHF | 100,00% | 100,00% |
16/07/2024 | 1,09% | 103,40 % | 103,90 % | 500 000 | 500 000 | 144 988 | 144 988 | 149 608 CHF | 150 644 CHF | 99,66% | 99,66% |
15/07/2024 | 1,10% | 103,10 % | 103,60 % | 500 000 | 500 000 | 145 131 | 145 131 | 149 682 CHF | 150 723 CHF | 100,00% | 100,00% |
12/07/2024 | 1,10% | 103,30 % | 103,80 % | 500 000 | 500 000 | 145 129 | 145 129 | 149 723 CHF | 150 762 CHF | 100,00% | 100,00% |
11/07/2024 | 1,10% | 103,20 % | 103,70 % | 500 000 | 500 000 | 145 122 | 145 122 | 149 981 CHF | 151 019 CHF | 100,00% | 100,00% |
10/07/2024 | 1,11% | 103,00 % | 103,50 % | 500 000 | 500 000 | 144 742 | 144 742 | 148 957 CHF | 149 998 CHF | 100,00% | 100,00% |
09/07/2024 | 1,10% | 103,10 % | 103,60 % | 500 000 | 500 000 | 145 134 | 145 134 | 149 707 CHF | 150 749 CHF | 100,00% | 100,00% |
08/07/2024 | 1,11% | 103,00 % | 103,50 % | 500 000 | 500 000 | 145 137 | 145 137 | 148 964 CHF | 150 002 CHF | 100,00% | 100,00% |
05/07/2024 | 1,10% | 102,00 % | 102,50 % | 500 000 | 500 000 | 145 263 | 145 263 | 148 498 CHF | 149 537 CHF | 99,86% | 99,86% |
04/07/2024 | 1,18% | 103,00 % | 104,00 % | 50 000 | 50 000 | 50 000 | 50 000 | 51 489 CHF | 52 101 CHF | 99,45% | 99,45% |