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 | 0,76% | 98,76 % | 99,51 % | 202 000 | 200 000 | 202 000 | 200 781 | 199 456 CHF | 199 758 CHF | 100,00% | 100,00% |
15/07/2024 | 0,76% | 98,75 % | 99,50 % | 202 000 | 201 000 | 202 000 | 200 403 | 199 518 CHF | 199 443 CHF | 100,00% | 100,00% |
12/07/2024 | 0,76% | 98,78 % | 99,53 % | 202 000 | 200 000 | 202 000 | 200 734 | 199 443 CHF | 199 699 CHF | 100,00% | 100,00% |
11/07/2024 | 0,76% | 98,65 % | 99,40 % | 202 000 | 201 000 | 202 000 | 200 999 | 199 357 CHF | 199 877 CHF | 100,00% | 100,00% |
10/07/2024 | 0,76% | 98,63 % | 99,38 % | 202 000 | 201 000 | 202 000 | 201 000 | 199 226 CHF | 199 747 CHF | 100,00% | 100,00% |
09/07/2024 | 0,76% | 98,52 % | 99,27 % | 203 000 | 201 000 | 202 648 | 201 000 | 199 655 CHF | 199 538 CHF | 99,99% | 99,99% |
08/07/2024 | 0,76% | 98,52 % | 99,27 % | 203 000 | 201 000 | 202 992 | 201 000 | 199 962 CHF | 199 507 CHF | 100,00% | 100,00% |
05/07/2024 | 0,76% | 98,39 % | 99,14 % | 203 000 | 201 000 | 203 000 | 201 000 | 199 732 CHF | 199 271 CHF | 100,00% | 100,00% |
04/07/2024 | 0,76% | 98,37 % | 99,12 % | 203 000 | 201 000 | 203 000 | 201 000 | 199 691 CHF | 199 231 CHF | 100,00% | 100,00% |
03/07/2024 | 0,76% | 98,35 % | 99,10 % | 203 000 | 201 000 | 203 000 | 201 000 | 199 650 CHF | 199 191 CHF | 100,00% | 100,00% |