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 | 0,81% | 98,40 % | 99,20 % | 500 000 | 500 000 | 149 369 | 149 369 | 147 066 CHF | 148 261 CHF | 98,69% | 98,69% |
15/07/2024 | 1,02% | 98,90 % | 99,90 % | 500 000 | 500 000 | 147 360 | 147 360 | 145 589 CHF | 147 066 CHF | 100,00% | 100,00% |
12/07/2024 | 1,01% | 98,90 % | 99,90 % | 500 000 | 500 000 | 148 269 | 148 269 | 146 307 CHF | 147 790 CHF | 100,00% | 100,00% |
11/07/2024 | 0,81% | 98,90 % | 99,70 % | 500 000 | 500 000 | 147 819 | 147 819 | 146 839 CHF | 148 023 CHF | 100,00% | 100,00% |
10/07/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 148 168 | 148 168 | 147 338 CHF | 148 524 CHF | 100,00% | 100,00% |
09/07/2024 | 1,01% | 99,30 % | 100,30 % | 500 000 | 500 000 | 146 614 | 146 614 | 145 538 CHF | 147 005 CHF | 99,59% | 99,59% |
08/07/2024 | 1,01% | 98,70 % | 99,70 % | 500 000 | 500 000 | 148 264 | 148 264 | 146 326 CHF | 147 809 CHF | 100,00% | 100,00% |
05/07/2024 | 0,81% | 98,20 % | 99,00 % | 500 000 | 500 000 | 147 946 | 147 946 | 145 400 CHF | 146 585 CHF | 100,00% | 100,00% |
04/07/2024 | 0,82% | 98,70 % | 99,50 % | 50 000 | 50 000 | 49 524 | 49 524 | 48 858 CHF | 49 256 CHF | 99,38% | 99,38% |
03/07/2024 | 1,02% | 98,40 % | 99,40 % | 500 000 | 500 000 | 149 125 | 149 125 | 146 068 CHF | 147 560 CHF | 99,03% | 99,03% |