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% | 101,20 % | 101,90 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 691 CHF | 152 741 CHF | 89,73% | 89,73% |
15/07/2024 | 0,69% | 100,64 % | 101,34 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 116 CHF | 152 166 CHF | 100,00% | 100,00% |
12/07/2024 | 0,69% | 100,64 % | 101,34 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 567 CHF | 152 617 CHF | 44,23% | 44,23% |
11/07/2024 | 0,69% | 101,33 % | 102,03 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 874 CHF | 152 924 CHF | 100,00% | 100,00% |
10/07/2024 | 0,68% | 103,08 % | 103,78 % | 150 000 | 150 000 | 150 000 | 150 000 | 154 626 CHF | 155 676 CHF | 94,72% | 94,72% |
09/07/2024 | 0,68% | 103,21 % | 103,91 % | 150 000 | 150 000 | 150 000 | 150 000 | 154 939 CHF | 155 989 CHF | 97,75% | 97,75% |
08/07/2024 | 0,68% | 103,33 % | 104,03 % | 150 000 | 150 000 | 150 000 | 150 000 | 154 944 CHF | 155 994 CHF | 99,78% | 99,78% |
05/07/2024 | 0,68% | 103,13 % | 103,83 % | 150 000 | 150 000 | 150 000 | 150 000 | 154 683 CHF | 155 733 CHF | 100,00% | 100,00% |
04/07/2024 | 0,68% | 103,10 % | 103,80 % | 150 000 | 150 000 | 150 000 | 150 000 | 154 607 CHF | 155 657 CHF | 98,27% | 98,27% |
03/07/2024 | 0,68% | 102,96 % | 103,66 % | 150 000 | 150 000 | 150 000 | 150 000 | 154 338 CHF | 155 388 CHF | 100,00% | 100,00% |