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 | 1,79% | 77,17 % | 77,95 % | 250 000 | 250 000 | 131 249 | 131 249 | 100 027 CHF | 101 638 CHF | 100,00% | 100,00% |
15/07/2024 | 1,81% | 73,41 % | 74,15 % | 250 000 | 250 000 | 129 052 | 129 052 | 95 993 CHF | 97 570 CHF | 96,67% | 96,67% |
12/07/2024 | 1,85% | 78,29 % | 79,08 % | 250 000 | 250 000 | 122 352 | 122 352 | 98 738 CHF | 100 434 CHF | 93,03% | 93,03% |
11/07/2024 | 1,81% | 73,60 % | 74,34 % | 250 000 | 250 000 | 128 793 | 128 793 | 93 506 CHF | 95 044 CHF | 97,90% | 97,90% |
10/07/2024 | 1,79% | 73,49 % | 74,23 % | 250 000 | 250 000 | 131 249 | 131 249 | 95 988 CHF | 97 536 CHF | 100,00% | 100,00% |
09/07/2024 | 1,79% | 74,64 % | 75,39 % | 250 000 | 250 000 | 131 249 | 131 249 | 99 805 CHF | 101 421 CHF | 100,00% | 100,00% |
08/07/2024 | 1,79% | 75,60 % | 76,36 % | 250 000 | 250 000 | 131 352 | 131 352 | 101 629 CHF | 103 273 CHF | 99,67% | 99,67% |
05/07/2024 | 1,79% | 77,36 % | 78,14 % | 250 000 | 250 000 | 131 274 | 131 274 | 101 395 CHF | 103 030 CHF | 99,92% | 99,92% |
04/07/2024 | 1,79% | 78,41 % | 79,20 % | 250 000 | 250 000 | 131 249 | 131 249 | 102 080 CHF | 103 727 CHF | 100,00% | 100,00% |
03/07/2024 | 1,60% | 79,32 % | 80,12 % | 250 000 | 250 000 | 154 323 | 155 783 | 125 577 CHF | 128 542 CHF | 99,77% | 99,77% |