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 | 0,72% | 96,67 % | 97,37 % | 150 000 | 150 000 | 150 000 | 150 000 | 144 723 CHF | 145 773 CHF | 89,72% | 89,72% |
15/07/2024 | 0,72% | 96,12 % | 96,82 % | 150 000 | 150 000 | 150 000 | 150 000 | 144 874 CHF | 145 924 CHF | 100,00% | 100,00% |
12/07/2024 | 0,72% | 97,05 % | 97,75 % | 150 000 | 150 000 | 150 000 | 150 000 | 144 783 CHF | 145 833 CHF | 78,49% | 78,49% |
11/07/2024 | 0,71% | 96,61 % | 97,31 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 517 CHF | 147 567 CHF | 100,00% | 100,00% |
10/07/2024 | 0,69% | 100,72 % | 101,42 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 661 CHF | 151 711 CHF | 94,74% | 94,74% |
09/07/2024 | 0,69% | 100,57 % | 101,27 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 815 CHF | 151 865 CHF | 97,77% | 97,77% |
08/07/2024 | 0,70% | 99,84 % | 100,54 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 185 CHF | 151 235 CHF | 99,78% | 99,78% |
05/07/2024 | 0,70% | 99,93 % | 100,63 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 949 CHF | 150 999 CHF | 100,00% | 100,00% |
04/07/2024 | 0,70% | 99,73 % | 100,43 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 961 CHF | 151 011 CHF | 98,26% | 98,26% |
03/07/2024 | 0,70% | 100,25 % | 100,95 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 109 CHF | 151 159 CHF | 100,00% | 100,00% |