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 | 0,73% | 95,89 % | 96,59 % | 150 000 | 150 000 | 150 000 | 150 000 | 143 677 CHF | 144 727 CHF | 89,70% | 89,70% |
15/07/2024 | 0,73% | 95,58 % | 96,28 % | 150 000 | 150 000 | 150 000 | 150 000 | 144 162 CHF | 145 212 CHF | 100,00% | 100,00% |
12/07/2024 | 0,73% | 96,13 % | 96,83 % | 150 000 | 150 000 | 150 000 | 150 000 | 143 750 CHF | 144 800 CHF | 78,50% | 78,50% |
11/07/2024 | 0,72% | 95,83 % | 96,53 % | 150 000 | 150 000 | 150 000 | 150 000 | 144 492 CHF | 145 542 CHF | 100,00% | 100,00% |
10/07/2024 | 0,72% | 97,69 % | 98,39 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 297 CHF | 147 347 CHF | 94,74% | 94,74% |
09/07/2024 | 0,71% | 97,47 % | 98,17 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 485 CHF | 147 535 CHF | 97,76% | 97,76% |
08/07/2024 | 0,72% | 97,21 % | 97,91 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 044 CHF | 147 094 CHF | 99,77% | 99,77% |
05/07/2024 | 0,72% | 97,26 % | 97,96 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 861 CHF | 146 911 CHF | 100,00% | 100,00% |
04/07/2024 | 0,72% | 96,73 % | 97,43 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 380 CHF | 146 430 CHF | 98,26% | 98,26% |
03/07/2024 | 0,72% | 97,08 % | 97,78 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 535 CHF | 146 585 CHF | 100,00% | 100,00% |