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 | 0,69% | 100,91 % | 101,61 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 309 CHF | 152 359 CHF | 89,71% | 89,71% |
15/07/2024 | 0,69% | 100,94 % | 101,64 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 686 CHF | 152 736 CHF | 100,00% | 100,00% |
12/07/2024 | 0,69% | 101,18 % | 101,88 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 614 CHF | 152 664 CHF | 78,50% | 78,50% |
11/07/2024 | 0,69% | 100,94 % | 101,64 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 369 CHF | 152 419 CHF | 100,00% | 100,00% |
10/07/2024 | 0,69% | 100,84 % | 101,54 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 046 CHF | 152 096 CHF | 94,74% | 94,74% |
09/07/2024 | 0,69% | 100,69 % | 101,39 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 195 CHF | 152 245 CHF | 97,76% | 97,76% |
08/07/2024 | 0,69% | 100,67 % | 101,37 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 023 CHF | 152 073 CHF | 99,77% | 99,77% |
05/07/2024 | 0,69% | 100,54 % | 101,24 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 976 CHF | 152 026 CHF | 100,00% | 100,00% |
04/07/2024 | 0,69% | 100,62 % | 101,32 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 980 CHF | 152 030 CHF | 98,25% | 98,25% |
03/07/2024 | 0,69% | 100,82 % | 101,52 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 065 CHF | 152 115 CHF | 100,00% | 100,00% |