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 | 0,74% | 100,78 % | 101,53 % | 198 000 | 196 000 | 198 504 | 193 726 | 199 515 CHF | 196 168 CHF | 100,00% | 100,00% |
15/07/2024 | 0,74% | 100,50 % | 101,25 % | 199 000 | 197 000 | 198 941 | 197 003 | 199 736 CHF | 199 268 CHF | 100,00% | 100,00% |
12/07/2024 | 0,75% | 100,27 % | 101,02 % | 199 000 | 197 000 | 199 137 | 197 865 | 199 332 CHF | 199 542 CHF | 99,99% | 99,99% |
11/07/2024 | 0,75% | 100,26 % | 101,01 % | 199 000 | 198 000 | 199 169 | 197 963 | 199 320 CHF | 199 598 CHF | 99,97% | 99,97% |
10/07/2024 | 0,75% | 100,04 % | 100,79 % | 199 000 | 198 000 | 199 652 | 198 231 | 199 427 CHF | 199 494 CHF | 100,00% | 100,00% |
09/07/2024 | 0,75% | 99,53 % | 100,28 % | 200 000 | 199 000 | 200 000 | 198 801 | 199 406 CHF | 199 702 CHF | 99,99% | 99,99% |
08/07/2024 | 0,75% | 99,65 % | 100,40 % | 200 000 | 199 000 | 200 000 | 198 848 | 199 418 CHF | 199 761 CHF | 100,00% | 100,00% |
05/07/2024 | 0,75% | 99,88 % | 100,63 % | 200 000 | 198 000 | 200 000 | 198 068 | 199 636 CHF | 199 194 CHF | 100,00% | 100,00% |
04/07/2024 | 0,75% | 99,66 % | 100,41 % | 200 000 | 199 000 | 200 258 | 199 000 | 199 377 CHF | 199 617 CHF | 100,00% | 100,00% |
03/07/2024 | 0,75% | 99,88 % | 100,63 % | 200 000 | 193 000 | 200 746 | 194 120 | 199 569 CHF | 194 438 CHF | 99,96% | 99,96% |