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 | 0,81% | 101,80 % | 102,60 % | 500 000 | 500 000 | 144 916 | 144 916 | 147 568 CHF | 148 734 CHF | 99,66% | 99,66% |
15/07/2024 | 0,82% | 102,20 % | 103,00 % | 500 000 | 500 000 | 144 154 | 144 154 | 147 323 CHF | 148 485 CHF | 99,84% | 99,84% |
12/07/2024 | 1,01% | 101,90 % | 102,90 % | 500 000 | 500 000 | 146 373 | 146 373 | 148 765 CHF | 150 236 CHF | 98,26% | 98,26% |
11/07/2024 | 1,01% | 101,80 % | 102,80 % | 500 000 | 500 000 | 144 842 | 144 842 | 147 495 CHF | 148 952 CHF | 100,00% | 100,00% |
10/07/2024 | 0,81% | 101,90 % | 102,70 % | 500 000 | 500 000 | 145 054 | 145 054 | 147 869 CHF | 149 037 CHF | 100,00% | 100,00% |
09/07/2024 | 0,82% | 102,40 % | 103,20 % | 500 000 | 500 000 | 145 251 | 145 251 | 148 540 CHF | 149 710 CHF | 99,67% | 99,67% |
08/07/2024 | 1,00% | 102,80 % | 103,80 % | 500 000 | 500 000 | 145 074 | 145 074 | 149 067 CHF | 150 525 CHF | 100,00% | 100,00% |
05/07/2024 | 1,00% | 102,90 % | 103,90 % | 500 000 | 500 000 | 145 002 | 145 002 | 149 381 CHF | 150 838 CHF | 100,00% | 100,00% |
04/07/2024 | 0,79% | 103,70 % | 104,50 % | 50 000 | 50 000 | 48 967 | 48 967 | 50 732 CHF | 51 128 CHF | 99,45% | 99,45% |
03/07/2024 | 0,83% | 103,50 % | 104,30 % | 500 000 | 500 000 | 143 170 | 143 170 | 148 301 CHF | 149 462 CHF | 100,00% | 100,00% |