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 | 0,71% | 98,89 % | 99,59 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 076 CHF | 149 126 CHF | 89,72% | 89,72% |
15/07/2024 | 0,70% | 98,96 % | 99,66 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 626 CHF | 149 676 CHF | 100,00% | 100,00% |
12/07/2024 | 0,70% | 99,69 % | 100,39 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 909 CHF | 149 959 CHF | 78,50% | 78,50% |
11/07/2024 | 0,71% | 99,29 % | 99,99 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 261 CHF | 149 311 CHF | 100,00% | 100,00% |
10/07/2024 | 0,71% | 98,40 % | 99,10 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 701 CHF | 148 751 CHF | 94,72% | 94,72% |
09/07/2024 | 0,71% | 98,41 % | 99,11 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 956 CHF | 149 006 CHF | 97,75% | 97,75% |
08/07/2024 | 0,71% | 98,71 % | 99,41 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 242 CHF | 149 292 CHF | 99,78% | 99,78% |
05/07/2024 | 0,70% | 98,97 % | 99,67 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 704 CHF | 149 754 CHF | 100,00% | 100,00% |
04/07/2024 | 0,70% | 99,04 % | 99,74 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 709 CHF | 149 759 CHF | 98,27% | 98,27% |
03/07/2024 | 0,71% | 98,36 % | 99,06 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 300 CHF | 148 350 CHF | 100,00% | 100,00% |