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 | 0,70% | 99,77 % | 100,47 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 497 CHF | 150 547 CHF | 89,73% | 89,73% |
15/07/2024 | 0,70% | 99,72 % | 100,42 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 722 CHF | 150 772 CHF | 100,00% | 100,00% |
12/07/2024 | 0,70% | 99,96 % | 100,66 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 656 CHF | 150 706 CHF | 78,50% | 78,50% |
11/07/2024 | 0,70% | 99,73 % | 100,43 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 482 CHF | 150 532 CHF | 100,00% | 100,00% |
10/07/2024 | 0,70% | 99,57 % | 100,27 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 428 CHF | 150 478 CHF | 94,72% | 94,72% |
09/07/2024 | 0,70% | 99,74 % | 100,44 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 657 CHF | 150 707 CHF | 97,75% | 97,75% |
08/07/2024 | 0,70% | 99,69 % | 100,39 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 573 CHF | 150 623 CHF | 99,78% | 99,78% |
05/07/2024 | 0,70% | 99,67 % | 100,37 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 697 CHF | 150 747 CHF | 100,00% | 100,00% |
04/07/2024 | 0,70% | 99,81 % | 100,51 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 572 CHF | 150 622 CHF | 98,27% | 98,27% |
03/07/2024 | 0,70% | 99,55 % | 100,25 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 384 CHF | 150 434 CHF | 100,00% | 100,00% |