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 | 0,68% | 102,60 % | 103,30 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 886 CHF | 154 936 CHF | 89,70% | 89,70% |
15/07/2024 | 0,68% | 102,58 % | 103,28 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 884 CHF | 154 934 CHF | 100,00% | 100,00% |
12/07/2024 | 0,68% | 102,58 % | 103,28 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 882 CHF | 154 932 CHF | 78,50% | 78,50% |
11/07/2024 | 0,68% | 102,58 % | 103,28 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 870 CHF | 154 920 CHF | 100,00% | 100,00% |
10/07/2024 | 0,68% | 102,56 % | 103,26 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 840 CHF | 154 890 CHF | 94,74% | 94,74% |
09/07/2024 | 0,68% | 102,54 % | 103,24 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 820 CHF | 154 870 CHF | 97,76% | 97,76% |
08/07/2024 | 0,68% | 102,56 % | 103,26 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 838 CHF | 154 888 CHF | 99,78% | 99,78% |
05/07/2024 | 0,68% | 102,55 % | 103,25 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 825 CHF | 154 875 CHF | 99,99% | 99,99% |
04/07/2024 | 0,68% | 102,54 % | 103,24 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 801 CHF | 154 851 CHF | 98,27% | 98,27% |
03/07/2024 | 0,68% | 102,46 % | 103,16 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 681 CHF | 154 731 CHF | 100,00% | 100,00% |