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% | 97,45 % | 98,15 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 971 CHF | 147 021 CHF | 89,71% | 89,71% |
15/07/2024 | 0,72% | 96,77 % | 97,47 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 801 CHF | 146 851 CHF | 100,00% | 100,00% |
12/07/2024 | 0,72% | 97,30 % | 98,00 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 539 CHF | 146 589 CHF | 78,50% | 78,50% |
11/07/2024 | 0,71% | 97,24 % | 97,94 % | 150 000 | 150 000 | 150 000 | 149 978 | 147 090 CHF | 148 118 CHF | 100,00% | 100,00% |
10/07/2024 | 0,69% | 100,71 % | 101,41 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 696 CHF | 151 746 CHF | 94,74% | 94,74% |
09/07/2024 | 0,69% | 100,44 % | 101,14 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 638 CHF | 151 688 CHF | 97,76% | 97,76% |
08/07/2024 | 0,70% | 99,89 % | 100,59 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 203 CHF | 151 253 CHF | 99,77% | 99,77% |
05/07/2024 | 0,69% | 100,36 % | 101,06 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 611 CHF | 151 661 CHF | 100,00% | 100,00% |
04/07/2024 | 0,69% | 100,12 % | 100,82 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 736 CHF | 151 786 CHF | 98,25% | 98,25% |
03/07/2024 | 0,69% | 100,85 % | 101,55 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 029 CHF | 152 079 CHF | 100,00% | 100,00% |