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% | 100,48 % | 101,18 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 568 CHF | 151 618 CHF | 89,72% | 89,72% |
15/07/2024 | 0,69% | 100,45 % | 101,15 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 888 CHF | 151 938 CHF | 100,00% | 100,00% |
12/07/2024 | 0,69% | 100,62 % | 101,32 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 014 CHF | 152 064 CHF | 78,50% | 78,50% |
11/07/2024 | 0,69% | 100,70 % | 101,40 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 940 CHF | 151 990 CHF | 100,00% | 100,00% |
10/07/2024 | 0,69% | 100,57 % | 101,27 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 810 CHF | 151 860 CHF | 94,72% | 94,72% |
09/07/2024 | 0,69% | 100,50 % | 101,20 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 869 CHF | 151 919 CHF | 97,75% | 97,75% |
08/07/2024 | 0,69% | 100,42 % | 101,12 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 718 CHF | 151 768 CHF | 99,78% | 99,78% |
05/07/2024 | 0,69% | 100,43 % | 101,13 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 639 CHF | 151 689 CHF | 100,00% | 100,00% |
04/07/2024 | 0,70% | 100,35 % | 101,05 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 470 CHF | 151 520 CHF | 98,27% | 98,27% |
03/07/2024 | 0,70% | 100,19 % | 100,89 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 248 CHF | 151 298 CHF | 100,00% | 100,00% |