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 | 0,79% | 100,30 % | 101,10 % | 500 000 | 500 000 | 148 329 | 148 329 | 148 777 CHF | 149 964 CHF | 100,00% | 100,00% |
15/07/2024 | 0,79% | 100,40 % | 101,20 % | 500 000 | 500 000 | 148 266 | 148 266 | 148 830 CHF | 150 017 CHF | 100,00% | 100,00% |
12/07/2024 | 0,99% | 100,20 % | 101,20 % | 500 000 | 500 000 | 148 276 | 148 276 | 148 566 CHF | 150 049 CHF | 100,00% | 100,00% |
11/07/2024 | 0,99% | 100,30 % | 101,30 % | 500 000 | 500 000 | 148 257 | 148 257 | 148 688 CHF | 150 171 CHF | 100,00% | 100,00% |
10/07/2024 | 0,79% | 100,20 % | 101,00 % | 500 000 | 500 000 | 148 230 | 148 230 | 148 580 CHF | 149 766 CHF | 100,00% | 100,00% |
09/07/2024 | 0,80% | 99,90 % | 100,70 % | 500 000 | 500 000 | 146 767 | 146 767 | 146 787 CHF | 147 961 CHF | 99,59% | 99,59% |
08/07/2024 | 0,99% | 100,10 % | 101,10 % | 500 000 | 500 000 | 148 260 | 148 260 | 148 634 CHF | 150 117 CHF | 100,00% | 100,00% |
05/07/2024 | 0,99% | 100,10 % | 101,10 % | 500 000 | 500 000 | 148 184 | 148 184 | 148 367 CHF | 149 849 CHF | 100,00% | 100,00% |
04/07/2024 | 0,80% | 100,20 % | 101,00 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 053 CHF | 50 453 CHF | 99,46% | 99,46% |
03/07/2024 | 0,80% | 99,90 % | 100,70 % | 500 000 | 500 000 | 148 182 | 148 182 | 148 071 CHF | 149 257 CHF | 100,00% | 100,00% |