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 | 0,77% | 103,60 % | 104,40 % | 500 000 | 500 000 | 148 184 | 148 184 | 153 509 CHF | 154 696 CHF | 100,00% | 100,00% |
15/07/2024 | 0,77% | 104,10 % | 104,90 % | 500 000 | 500 000 | 147 947 | 147 947 | 153 827 CHF | 155 011 CHF | 100,00% | 100,00% |
12/07/2024 | 0,96% | 104,00 % | 105,00 % | 500 000 | 500 000 | 148 154 | 148 154 | 153 716 CHF | 155 198 CHF | 100,00% | 100,00% |
11/07/2024 | 0,96% | 103,70 % | 104,70 % | 500 000 | 500 000 | 147 805 | 147 805 | 153 566 CHF | 155 045 CHF | 99,99% | 99,99% |
10/07/2024 | 0,77% | 103,80 % | 104,60 % | 500 000 | 500 000 | 148 076 | 148 076 | 153 677 CHF | 154 862 CHF | 100,00% | 100,00% |
09/07/2024 | 0,77% | 103,10 % | 103,90 % | 500 000 | 500 000 | 146 604 | 146 604 | 151 477 CHF | 152 651 CHF | 99,59% | 99,59% |
08/07/2024 | 0,98% | 102,90 % | 103,90 % | 500 000 | 500 000 | 147 570 | 147 570 | 151 669 CHF | 153 147 CHF | 100,00% | 100,00% |
05/07/2024 | 0,98% | 102,70 % | 103,70 % | 500 000 | 500 000 | 147 987 | 147 987 | 151 296 CHF | 152 777 CHF | 100,00% | 100,00% |
04/07/2024 | 0,79% | 101,50 % | 102,30 % | 50 000 | 50 000 | 49 734 | 49 734 | 50 488 CHF | 50 887 CHF | 99,39% | 99,39% |
03/07/2024 | 0,78% | 101,80 % | 102,60 % | 500 000 | 500 000 | 148 194 | 148 194 | 150 844 CHF | 152 030 CHF | 100,00% | 100,00% |