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 | 1,02% | 98,30 % | 99,30 % | 500 000 | 500 000 | 148 031 | 148 031 | 145 316 CHF | 146 798 CHF | 99,19% | 99,19% |
16/07/2024 | 0,81% | 98,20 % | 99,00 % | 500 000 | 500 000 | 148 152 | 148 152 | 145 577 CHF | 146 763 CHF | 100,00% | 100,00% |
15/07/2024 | 0,82% | 98,10 % | 98,90 % | 500 000 | 500 000 | 147 795 | 147 795 | 144 810 CHF | 145 993 CHF | 99,99% | 99,99% |
12/07/2024 | 1,03% | 97,70 % | 98,70 % | 500 000 | 500 000 | 147 824 | 147 824 | 144 329 CHF | 145 809 CHF | 100,00% | 100,00% |
11/07/2024 | 1,04% | 97,60 % | 98,60 % | 500 000 | 500 000 | 147 298 | 147 298 | 143 967 CHF | 145 444 CHF | 100,00% | 100,00% |
10/07/2024 | 0,82% | 96,90 % | 97,70 % | 500 000 | 500 000 | 148 208 | 148 208 | 144 252 CHF | 145 438 CHF | 100,00% | 100,00% |
09/07/2024 | 0,81% | 98,00 % | 98,80 % | 500 000 | 500 000 | 146 771 | 146 771 | 143 868 CHF | 145 043 CHF | 99,59% | 99,59% |
08/07/2024 | 1,02% | 97,70 % | 98,70 % | 500 000 | 500 000 | 148 297 | 148 297 | 144 790 CHF | 146 273 CHF | 100,00% | 100,00% |
05/07/2024 | 1,02% | 97,30 % | 98,30 % | 500 000 | 500 000 | 148 132 | 148 132 | 144 121 CHF | 145 603 CHF | 100,00% | 100,00% |
04/07/2024 | 0,84% | 97,40 % | 98,20 % | 50 000 | 50 000 | 48 648 | 48 648 | 47 422 CHF | 47 817 CHF | 99,45% | 99,45% |