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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 1,01% | 98,60 % | 99,60 % | 500 000 | 500 000 | 148 213 | 148 213 | 146 156 CHF | 147 638 CHF | 99,13% | 99,13% |
16/07/2024 | 0,81% | 98,60 % | 99,40 % | 500 000 | 500 000 | 147 486 | 147 486 | 145 036 CHF | 146 215 CHF | 99,77% | 99,77% |
15/07/2024 | 0,81% | 98,30 % | 99,10 % | 500 000 | 500 000 | 148 364 | 148 364 | 145 842 CHF | 147 029 CHF | 100,00% | 100,00% |
12/07/2024 | 1,02% | 98,00 % | 99,00 % | 500 000 | 500 000 | 148 300 | 148 300 | 145 087 CHF | 146 570 CHF | 100,00% | 100,00% |
11/07/2024 | 1,02% | 97,80 % | 98,80 % | 500 000 | 500 000 | 148 213 | 148 213 | 144 716 CHF | 146 198 CHF | 100,00% | 100,00% |
10/07/2024 | 0,82% | 97,60 % | 98,40 % | 500 000 | 500 000 | 148 226 | 148 226 | 144 792 CHF | 145 978 CHF | 100,00% | 100,00% |
09/07/2024 | 0,82% | 97,20 % | 98,00 % | 500 000 | 500 000 | 146 762 | 146 762 | 143 047 CHF | 144 221 CHF | 99,59% | 99,59% |
08/07/2024 | 1,02% | 97,60 % | 98,60 % | 500 000 | 500 000 | 148 363 | 148 363 | 145 000 CHF | 146 483 CHF | 100,00% | 100,00% |
05/07/2024 | 1,01% | 98,00 % | 99,00 % | 500 000 | 500 000 | 148 206 | 148 206 | 145 260 CHF | 146 742 CHF | 100,00% | 100,00% |
04/07/2024 | 0,81% | 98,40 % | 99,20 % | 50 000 | 50 000 | 50 000 | 50 000 | 49 211 CHF | 49 611 CHF | 99,45% | 99,45% |