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% | 99,94 % | 100,64 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 866 CHF | 150 916 CHF | 89,72% | 89,72% |
15/07/2024 | 0,70% | 99,98 % | 100,68 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 053 CHF | 151 103 CHF | 100,00% | 100,00% |
12/07/2024 | 0,70% | 99,95 % | 100,65 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 856 CHF | 150 906 CHF | 78,50% | 78,50% |
11/07/2024 | 0,70% | 99,89 % | 100,59 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 510 CHF | 150 560 CHF | 73,30% | 73,30% |
10/07/2024 | 0,70% | 99,01 % | 99,71 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 348 CHF | 150 398 CHF | 90,42% | 90,42% |
09/07/2024 | 0,70% | 99,57 % | 100,27 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 498 CHF | 150 548 CHF | 97,74% | 97,74% |
08/07/2024 | 0,70% | 99,62 % | 100,32 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 421 CHF | 150 471 CHF | 99,79% | 99,79% |
05/07/2024 | 0,70% | 99,50 % | 100,20 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 276 CHF | 150 326 CHF | 100,00% | 100,00% |
04/07/2024 | 0,70% | 99,54 % | 100,24 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 376 CHF | 150 426 CHF | 98,27% | 98,27% |
03/07/2024 | 0,70% | 99,74 % | 100,44 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 477 CHF | 150 527 CHF | 100,00% | 100,00% |