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 | 0,76% | 101,51 % | 102,28 % | 197 000 | 195 000 | 197 000 | 195 000 | 199 782 CHF | 199 255 CHF | 100,00% | 100,00% |
15/07/2024 | 0,75% | 101,53 % | 102,30 % | 196 000 | 195 000 | 196 002 | 194 971 | 199 350 CHF | 199 802 CHF | 100,00% | 100,00% |
12/07/2024 | 0,76% | 101,65 % | 102,42 % | 196 000 | 195 000 | 196 000 | 195 000 | 199 083 CHF | 199 569 CHF | 100,00% | 100,00% |
11/07/2024 | 0,76% | 103,73 % | 104,52 % | 192 000 | 191 000 | 192 013 | 191 000 | 199 079 CHF | 199 535 CHF | 100,00% | 100,00% |
10/07/2024 | 0,75% | 103,63 % | 104,41 % | 192 000 | 191 000 | 192 986 | 191 000 | 199 931 CHF | 199 363 CHF | 100,00% | 100,00% |
09/07/2024 | 0,75% | 103,62 % | 104,40 % | 193 000 | 191 000 | 192 461 | 191 000 | 199 476 CHF | 199 456 CHF | 99,99% | 99,99% |
08/07/2024 | 0,75% | 103,62 % | 104,40 % | 193 000 | 191 000 | 192 711 | 191 000 | 199 636 CHF | 199 351 CHF | 100,00% | 100,00% |
05/07/2024 | 0,74% | 103,39 % | 104,16 % | 193 000 | 192 000 | 193 000 | 191 138 | 199 671 CHF | 199 216 CHF | 100,00% | 100,00% |
04/07/2024 | 0,74% | 103,51 % | 104,28 % | 193 000 | 191 000 | 193 000 | 191 002 | 199 712 CHF | 199 116 CHF | 100,00% | 100,00% |
03/07/2024 | 0,74% | 103,40 % | 104,17 % | 193 000 | 191 000 | 193 000 | 191 980 | 199 294 CHF | 199 719 CHF | 100,00% | 100,00% |