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% | 99,93 % | 100,63 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 755 CHF | 150 805 CHF | 89,71% | 89,71% |
15/07/2024 | 0,70% | 100,11 % | 100,81 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 216 CHF | 151 266 CHF | 100,00% | 100,00% |
12/07/2024 | 0,70% | 100,13 % | 100,83 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 141 CHF | 151 191 CHF | 78,50% | 78,50% |
11/07/2024 | 0,70% | 99,99 % | 100,69 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 905 CHF | 150 955 CHF | 100,00% | 100,00% |
10/07/2024 | 0,70% | 99,80 % | 100,50 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 686 CHF | 150 736 CHF | 94,74% | 94,74% |
09/07/2024 | 0,70% | 99,58 % | 100,28 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 629 CHF | 150 679 CHF | 97,76% | 97,76% |
08/07/2024 | 0,70% | 99,72 % | 100,42 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 615 CHF | 150 665 CHF | 99,78% | 99,78% |
05/07/2024 | 0,70% | 99,50 % | 100,20 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 317 CHF | 150 367 CHF | 100,00% | 100,00% |
04/07/2024 | 0,70% | 99,50 % | 100,20 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 317 CHF | 150 367 CHF | 98,27% | 98,27% |
03/07/2024 | 0,70% | 99,31 % | 100,01 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 834 CHF | 149 884 CHF | 100,00% | 100,00% |