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% | 101,25 % | 101,95 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 875 CHF | 152 925 CHF | 89,70% | 89,70% |
15/07/2024 | 0,69% | 101,25 % | 101,95 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 875 CHF | 152 925 CHF | 100,00% | 100,00% |
12/07/2024 | 0,69% | 101,25 % | 101,95 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 875 CHF | 152 925 CHF | 78,49% | 78,49% |
11/07/2024 | 0,69% | 101,24 % | 101,94 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 860 CHF | 152 910 CHF | 100,00% | 100,00% |
10/07/2024 | 0,69% | 101,23 % | 101,93 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 845 CHF | 152 895 CHF | 94,73% | 94,73% |
09/07/2024 | 0,69% | 101,23 % | 101,93 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 845 CHF | 152 895 CHF | 97,77% | 97,77% |
08/07/2024 | 0,69% | 101,22 % | 101,92 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 830 CHF | 152 880 CHF | 99,77% | 99,77% |
05/07/2024 | 0,69% | 101,22 % | 101,92 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 830 CHF | 152 880 CHF | 100,00% | 100,00% |
04/07/2024 | 0,69% | 101,21 % | 101,91 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 815 CHF | 152 865 CHF | 98,27% | 98,27% |
03/07/2024 | 0,69% | 101,20 % | 101,90 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 792 CHF | 152 842 CHF | 100,00% | 100,00% |