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 |
---|---|---|---|---|---|---|---|---|---|---|---|
04/07/2024 | 0,80% | 99,10 % | 99,90 % | 50 000 | 50 000 | 49 971 | 49 971 | 49 492 CHF | 49 892 CHF | 99,45% | 99,45% |
03/07/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 148 211 | 148 211 | 147 670 CHF | 148 855 CHF | 100,00% | 100,00% |
02/07/2024 | 1,03% | 99,10 % | 100,10 % | 500 000 | 500 000 | 146 982 | 146 982 | 145 494 CHF | 146 969 CHF | 100,00% | 100,00% |
01/07/2024 | 1,00% | 98,80 % | 99,80 % | 500 000 | 500 000 | 149 096 | 149 096 | 148 119 CHF | 149 610 CHF | 99,15% | 99,15% |
28/06/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 148 286 | 148 286 | 148 073 CHF | 149 260 CHF | 100,00% | 100,00% |
27/06/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 148 290 | 148 290 | 147 382 CHF | 148 569 CHF | 100,00% | 100,00% |
26/06/2024 | 1,01% | 98,80 % | 99,80 % | 500 000 | 500 000 | 149 364 | 149 364 | 147 498 CHF | 148 992 CHF | 98,94% | 98,94% |
25/06/2024 | 1,00% | 98,60 % | 99,60 % | 500 000 | 500 000 | 148 294 | 148 259 | 146 439 CHF | 147 887 CHF | 100,00% | 100,00% |
24/06/2024 | 0,81% | 98,90 % | 99,70 % | 500 000 | 500 000 | 148 231 | 148 231 | 146 512 CHF | 147 698 CHF | 100,00% | 100,00% |
21/06/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 148 000 | 148 000 | 146 089 CHF | 147 274 CHF | 100,00% | 100,00% |