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 | 0,75% | 93,72 % | 94,42 % | 150 000 | 150 000 | 150 000 | 150 000 | 140 099 CHF | 141 149 CHF | 89,73% | 89,73% |
15/07/2024 | 0,74% | 94,09 % | 94,79 % | 150 000 | 150 000 | 150 000 | 150 000 | 142 194 CHF | 143 244 CHF | 100,00% | 100,00% |
12/07/2024 | 0,73% | 94,73 % | 95,43 % | 150 000 | 150 000 | 150 000 | 150 000 | 142 907 CHF | 143 957 CHF | 76,65% | 76,65% |
11/07/2024 | 0,73% | 95,58 % | 96,28 % | 150 000 | 150 000 | 150 000 | 150 000 | 142 752 CHF | 143 802 CHF | 100,00% | 100,00% |
10/07/2024 | 0,74% | 94,54 % | 95,24 % | 150 000 | 150 000 | 150 000 | 150 000 | 142 030 CHF | 143 080 CHF | 94,72% | 94,72% |
09/07/2024 | 0,73% | 94,78 % | 95,48 % | 150 000 | 150 000 | 150 000 | 150 000 | 142 605 CHF | 143 655 CHF | 97,77% | 97,77% |
08/07/2024 | 0,73% | 94,83 % | 95,53 % | 150 000 | 150 000 | 150 000 | 150 000 | 142 990 CHF | 144 040 CHF | 99,78% | 99,78% |
05/07/2024 | 0,73% | 95,50 % | 96,20 % | 150 000 | 150 000 | 150 000 | 150 000 | 143 283 CHF | 144 333 CHF | 100,00% | 100,00% |
04/07/2024 | 0,74% | 94,91 % | 95,61 % | 150 000 | 150 000 | 150 000 | 150 000 | 142 274 CHF | 143 324 CHF | 98,27% | 98,27% |
03/07/2024 | 0,74% | 93,84 % | 94,54 % | 150 000 | 150 000 | 150 000 | 150 000 | 140 786 CHF | 141 836 CHF | 100,00% | 100,00% |