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% | 101,70 % | 102,40 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 550 CHF | 153 600 CHF | 89,70% | 89,70% |
15/07/2024 | 0,69% | 101,69 % | 102,39 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 535 CHF | 153 585 CHF | 100,00% | 100,00% |
12/07/2024 | 0,69% | 101,68 % | 102,38 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 521 CHF | 153 571 CHF | 78,49% | 78,49% |
11/07/2024 | 0,69% | 101,68 % | 102,38 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 520 CHF | 153 570 CHF | 100,00% | 100,00% |
10/07/2024 | 0,69% | 101,67 % | 102,37 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 497 CHF | 153 547 CHF | 94,72% | 94,72% |
09/07/2024 | 0,69% | 101,66 % | 102,36 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 491 CHF | 153 541 CHF | 97,75% | 97,75% |
08/07/2024 | 0,69% | 101,65 % | 102,35 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 489 CHF | 153 539 CHF | 99,78% | 99,78% |
05/07/2024 | 0,69% | 101,65 % | 102,35 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 473 CHF | 153 523 CHF | 100,00% | 100,00% |
04/07/2024 | 0,69% | 101,65 % | 102,35 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 466 CHF | 153 516 CHF | 98,26% | 98,26% |
03/07/2024 | 0,69% | 101,64 % | 102,34 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 461 CHF | 153 511 CHF | 100,00% | 100,00% |