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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 0,75% | 108,96 % | 109,78 % | 137 000 | 136 000 | 137 727 | 136 727 | 149 270 CHF | 149 295 CHF | 100,00% | 100,00% |
16/07/2024 | 0,75% | 108,21 % | 109,02 % | 138 000 | 137 000 | 138 000 | 137 000 | 149 175 CHF | 149 203 CHF | 100,00% | 100,00% |
15/07/2024 | 0,75% | 108,09 % | 108,90 % | 138 000 | 137 000 | 138 000 | 137 000 | 149 274 CHF | 149 302 CHF | 99,97% | 99,97% |
12/07/2024 | 0,75% | 108,24 % | 109,05 % | 138 000 | 137 000 | 138 000 | 137 000 | 149 286 CHF | 149 314 CHF | 100,00% | 100,00% |
11/07/2024 | 0,74% | 108,20 % | 109,01 % | 138 000 | 137 000 | 137 969 | 136 927 | 149 651 CHF | 149 631 CHF | 99,99% | 99,99% |
10/07/2024 | 0,75% | 108,39 % | 109,20 % | 138 000 | 137 000 | 138 000 | 137 000 | 149 378 CHF | 149 405 CHF | 100,00% | 100,00% |
09/07/2024 | 0,75% | 108,08 % | 108,89 % | 138 000 | 137 000 | 138 000 | 137 000 | 149 201 CHF | 149 230 CHF | 100,00% | 100,00% |
08/07/2024 | 0,75% | 108,10 % | 108,91 % | 138 000 | 137 000 | 138 000 | 137 000 | 149 223 CHF | 149 252 CHF | 100,00% | 100,00% |
05/07/2024 | 0,75% | 108,17 % | 108,98 % | 138 000 | 137 000 | 138 870 | 137 870 | 149 645 CHF | 149 684 CHF | 99,98% | 99,98% |
04/07/2024 | 0,75% | 107,62 % | 108,43 % | 139 000 | 138 000 | 139 000 | 138 000 | 149 522 CHF | 149 564 CHF | 100,00% | 100,00% |