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 | 0,74% | 95,02 % | 95,72 % | 150 000 | 150 000 | 150 000 | 150 000 | 141 455 CHF | 142 505 CHF | 89,72% | 89,72% |
15/07/2024 | 0,74% | 93,93 % | 94,63 % | 150 000 | 150 000 | 150 000 | 150 000 | 141 681 CHF | 142 731 CHF | 100,00% | 100,00% |
12/07/2024 | 0,74% | 94,23 % | 94,93 % | 150 000 | 150 000 | 150 000 | 150 000 | 141 591 CHF | 142 641 CHF | 78,50% | 78,50% |
11/07/2024 | 0,74% | 94,41 % | 95,11 % | 150 000 | 150 000 | 150 000 | 150 000 | 141 641 CHF | 142 691 CHF | 99,99% | 99,99% |
10/07/2024 | 0,74% | 94,03 % | 94,73 % | 150 000 | 150 000 | 150 000 | 150 000 | 140 728 CHF | 141 778 CHF | 94,72% | 94,72% |
09/07/2024 | 0,75% | 93,34 % | 94,04 % | 150 000 | 150 000 | 150 000 | 150 000 | 139 914 CHF | 140 964 CHF | 97,75% | 97,75% |
08/07/2024 | 0,75% | 93,06 % | 93,76 % | 150 000 | 150 000 | 150 000 | 150 000 | 139 470 CHF | 140 520 CHF | 99,78% | 99,78% |
05/07/2024 | 0,75% | 92,50 % | 93,20 % | 150 000 | 150 000 | 150 000 | 150 000 | 139 400 CHF | 140 450 CHF | 100,00% | 100,00% |
04/07/2024 | 0,75% | 93,41 % | 94,11 % | 150 000 | 150 000 | 150 000 | 150 000 | 139 867 CHF | 140 917 CHF | 97,24% | 97,24% |
03/07/2024 | 0,75% | 92,75 % | 93,45 % | 150 000 | 150 000 | 150 000 | 150 000 | 139 700 CHF | 140 750 CHF | 100,00% | 100,00% |