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 | 0,75% | 92,78 % | 93,48 % | 150 000 | 150 000 | 150 000 | 150 000 | 139 013 CHF | 140 063 CHF | 99,79% | 99,79% |
16/07/2024 | 0,76% | 92,49 % | 93,19 % | 150 000 | 150 000 | 150 000 | 150 000 | 137 269 CHF | 138 319 CHF | 89,71% | 89,71% |
15/07/2024 | 0,76% | 91,81 % | 92,51 % | 150 000 | 150 000 | 150 000 | 150 000 | 137 037 CHF | 138 087 CHF | 99,98% | 99,98% |
12/07/2024 | - | 91,00 % | - % | 150 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 78,49% |
11/07/2024 | 0,76% | 90,59 % | 91,29 % | 150 000 | 150 000 | 150 000 | 150 000 | 137 301 CHF | 138 351 CHF | 99,85% | 99,85% |
10/07/2024 | 0,75% | 92,92 % | 93,62 % | 150 000 | 150 000 | 150 000 | 150 000 | 139 258 CHF | 140 308 CHF | 94,74% | 94,74% |
09/07/2024 | 0,76% | 90,72 % | 91,42 % | 150 000 | 150 000 | 150 000 | 150 000 | 136 914 CHF | 137 964 CHF | 76,90% | 76,90% |
08/07/2024 | 0,76% | 91,36 % | 92,06 % | 150 000 | 150 000 | 150 000 | 150 000 | 138 066 CHF | 139 116 CHF | 99,77% | 99,77% |
05/07/2024 | 0,76% | 91,59 % | 92,29 % | 150 000 | 150 000 | 150 000 | 150 000 | 138 066 CHF | 139 116 CHF | 99,78% | 99,78% |
04/07/2024 | 0,76% | 92,04 % | 92,74 % | 150 000 | 150 000 | 150 000 | 150 000 | 138 241 CHF | 139 291 CHF | 94,89% | 94,89% |