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 | 0,75% | 94,33 % | 95,04 % | 159 000 | 157 000 | 158 671 | 157 591 | 149 481 CHF | 149 582 CHF | 100,00% | 100,00% |
15/07/2024 | 0,75% | 93,96 % | 94,67 % | 159 000 | 158 000 | 159 759 | 158 555 | 149 564 CHF | 149 558 CHF | 99,98% | 99,98% |
12/07/2024 | 0,75% | 99,82 % | 100,57 % | 150 000 | 149 000 | 150 419 | 149 233 | 149 544 CHF | 149 485 CHF | 99,99% | 99,99% |
11/07/2024 | 0,76% | 99,04 % | 99,79 % | 151 000 | 150 000 | 151 248 | 150 054 | 149 434 CHF | 149 379 CHF | 99,99% | 99,99% |
10/07/2024 | 0,75% | 98,30 % | 99,04 % | 152 000 | 151 000 | 152 239 | 150 069 | 149 391 CHF | 148 366 CHF | 100,00% | 100,00% |
09/07/2024 | 0,76% | 98,35 % | 99,10 % | 152 000 | 151 000 | 151 452 | 150 252 | 149 636 CHF | 149 577 CHF | 99,99% | 99,99% |
08/07/2024 | 0,75% | 99,12 % | 99,87 % | 151 000 | 150 000 | 150 824 | 149 564 | 149 682 CHF | 149 553 CHF | 100,00% | 100,00% |
05/07/2024 | 0,75% | 99,32 % | 100,07 % | 151 000 | 149 000 | 149 251 | 148 101 | 149 643 CHF | 149 600 CHF | 99,99% | 99,99% |
04/07/2024 | 0,75% | 99,59 % | 100,34 % | 150 000 | 149 000 | 150 269 | 149 099 | 149 461 CHF | 149 416 CHF | 100,00% | 100,00% |
03/07/2024 | 0,75% | 99,31 % | 100,06 % | 151 000 | 134 000 | 150 912 | 134 886 | 149 458 CHF | 134 598 CHF | 99,98% | 99,98% |