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% | 94,89 % | 95,59 % | 150 000 | 150 000 | 150 000 | 150 000 | 142 314 CHF | 143 364 CHF | 89,70% | 89,70% |
15/07/2024 | 0,74% | 94,77 % | 95,47 % | 150 000 | 150 000 | 150 000 | 150 000 | 142 191 CHF | 143 241 CHF | 90,16% | 90,16% |
12/07/2024 | 0,72% | 96,70 % | 97,40 % | 150 000 | 150 000 | 150 000 | 150 000 | 144 646 CHF | 145 696 CHF | 78,50% | 78,50% |
11/07/2024 | 0,72% | 96,31 % | 97,01 % | 150 000 | 150 000 | 150 000 | 150 000 | 144 668 CHF | 145 718 CHF | 100,00% | 100,00% |
10/07/2024 | 0,72% | 96,77 % | 97,47 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 061 CHF | 146 111 CHF | 94,74% | 94,74% |
09/07/2024 | 0,72% | 96,79 % | 97,49 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 251 CHF | 146 301 CHF | 97,77% | 97,77% |
08/07/2024 | 0,72% | 96,73 % | 97,43 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 548 CHF | 146 598 CHF | 99,78% | 99,78% |
05/07/2024 | 0,72% | 96,94 % | 97,64 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 777 CHF | 146 827 CHF | 100,00% | 100,00% |
04/07/2024 | 0,72% | 96,96 % | 97,66 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 351 CHF | 146 401 CHF | 98,27% | 98,27% |
03/07/2024 | 0,72% | 96,66 % | 97,36 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 242 CHF | 146 292 CHF | 76,85% | 76,85% |