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 | 2,02% | 101,70 % | 102,70 % | 500 000 | 500 000 | 148 332 | 148 332 | 150 854 CHF | 152 876 CHF | 100,00% | 100,00% |
15/07/2024 | 1,85% | 101,90 % | 102,70 % | 500 000 | 500 000 | 146 110 | 146 110 | 148 881 CHF | 150 563 CHF | 100,00% | 100,00% |
12/07/2024 | 1,83% | 101,80 % | 102,60 % | 500 000 | 500 000 | 148 222 | 148 222 | 150 890 CHF | 152 615 CHF | 100,00% | 100,00% |
11/07/2024 | 2,02% | 101,70 % | 102,70 % | 500 000 | 500 000 | 148 260 | 148 260 | 150 780 CHF | 152 802 CHF | 100,00% | 100,00% |
10/07/2024 | 2,02% | 101,70 % | 102,70 % | 500 000 | 500 000 | 148 258 | 148 258 | 150 778 CHF | 152 800 CHF | 100,00% | 100,00% |
09/07/2024 | 1,86% | 101,80 % | 102,60 % | 500 000 | 500 000 | 144 878 | 144 878 | 147 481 CHF | 149 178 CHF | 99,58% | 99,58% |
08/07/2024 | 1,83% | 101,80 % | 102,60 % | 500 000 | 500 000 | 148 366 | 148 366 | 151 037 CHF | 152 763 CHF | 100,00% | 100,00% |
05/07/2024 | 2,02% | 101,70 % | 102,70 % | 500 000 | 500 000 | 148 211 | 148 211 | 150 731 CHF | 152 752 CHF | 100,00% | 100,00% |
04/07/2024 | 1,97% | 101,80 % | 103,30 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 900 CHF | 51 914 CHF | 99,45% | 99,45% |
03/07/2024 | 1,83% | 101,70 % | 102,50 % | 500 000 | 500 000 | 148 254 | 148 254 | 150 909 CHF | 152 634 CHF | 100,00% | 100,00% |