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% | 95,64 % | 96,34 % | 150 000 | 150 000 | 150 000 | 150 000 | 143 487 CHF | 144 537 CHF | 89,73% | 89,73% |
15/07/2024 | 0,73% | 95,77 % | 96,47 % | 150 000 | 150 000 | 150 000 | 150 000 | 143 755 CHF | 144 805 CHF | 89,92% | 89,92% |
12/07/2024 | 0,71% | 97,71 % | 98,41 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 351 CHF | 147 401 CHF | 78,50% | 78,50% |
11/07/2024 | 0,72% | 97,39 % | 98,09 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 914 CHF | 146 964 CHF | 100,00% | 100,00% |
10/07/2024 | 0,72% | 97,14 % | 97,84 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 441 CHF | 146 491 CHF | 94,72% | 94,72% |
09/07/2024 | 0,72% | 97,04 % | 97,74 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 867 CHF | 146 917 CHF | 97,75% | 97,75% |
08/07/2024 | 0,72% | 97,35 % | 98,05 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 300 CHF | 147 350 CHF | 99,77% | 99,77% |
05/07/2024 | 0,71% | 98,18 % | 98,88 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 645 CHF | 148 695 CHF | 100,00% | 100,00% |
04/07/2024 | 0,71% | 98,45 % | 99,15 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 677 CHF | 148 727 CHF | 98,27% | 98,27% |
03/07/2024 | 0,71% | 98,49 % | 99,19 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 773 CHF | 148 823 CHF | 100,00% | 100,00% |