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 | 0,85% | 94,30 % | 95,10 % | 500 000 | 500 000 | 148 270 | 148 270 | 139 570 CHF | 140 756 CHF | 100,00% | 100,00% |
15/07/2024 | 0,85% | 94,10 % | 94,90 % | 500 000 | 500 000 | 148 212 | 148 212 | 139 212 CHF | 140 397 CHF | 100,00% | 100,00% |
12/07/2024 | 1,06% | 94,30 % | 95,30 % | 500 000 | 500 000 | 148 235 | 148 235 | 139 651 CHF | 141 133 CHF | 100,00% | 100,00% |
11/07/2024 | 1,07% | 93,20 % | 94,20 % | 500 000 | 500 000 | 148 224 | 148 224 | 138 199 CHF | 139 681 CHF | 100,00% | 100,00% |
10/07/2024 | 0,83% | 96,20 % | 97,00 % | 500 000 | 500 000 | 148 234 | 148 234 | 142 396 CHF | 143 582 CHF | 100,00% | 100,00% |
09/07/2024 | 0,83% | 96,00 % | 96,80 % | 500 000 | 500 000 | 146 774 | 146 774 | 140 936 CHF | 142 110 CHF | 99,58% | 99,58% |
08/07/2024 | 1,04% | 95,90 % | 96,90 % | 500 000 | 500 000 | 148 312 | 148 312 | 142 458 CHF | 143 941 CHF | 100,00% | 100,00% |
05/07/2024 | 1,04% | 95,60 % | 96,60 % | 500 000 | 500 000 | 148 199 | 148 199 | 142 026 CHF | 143 508 CHF | 100,00% | 100,00% |
04/07/2024 | 0,83% | 96,30 % | 97,10 % | 50 000 | 50 000 | 50 000 | 50 000 | 48 157 CHF | 48 557 CHF | 99,46% | 99,46% |
03/07/2024 | 0,83% | 96,10 % | 96,90 % | 500 000 | 500 000 | 148 262 | 148 262 | 142 519 CHF | 143 705 CHF | 100,00% | 100,00% |