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 | 0,75% | 100,18 % | 100,93 % | 199 000 | 198 000 | 199 940 | 198 474 | 199 464 CHF | 199 490 CHF | 99,99% | 99,99% |
15/07/2024 | 0,75% | 99,88 % | 100,63 % | 200 000 | 198 000 | 199 597 | 198 146 | 199 475 CHF | 199 512 CHF | 99,97% | 99,97% |
12/07/2024 | 0,75% | 99,96 % | 100,71 % | 200 000 | 198 000 | 199 869 | 198 044 | 199 630 CHF | 199 292 CHF | 100,00% | 100,00% |
11/07/2024 | 0,75% | 100,00 % | 100,75 % | 200 000 | 198 000 | 199 786 | 198 120 | 199 589 CHF | 199 411 CHF | 99,98% | 99,98% |
10/07/2024 | 0,75% | 99,51 % | 100,26 % | 200 000 | 199 000 | 200 830 | 199 000 | 199 702 CHF | 199 376 CHF | 100,00% | 100,00% |
09/07/2024 | 0,75% | 99,33 % | 100,08 % | 201 000 | 189 000 | 200 572 | 191 550 | 199 590 CHF | 192 054 CHF | 100,00% | 100,00% |
08/07/2024 | 0,75% | 99,51 % | 100,26 % | 200 000 | 199 000 | 200 069 | 198 715 | 199 390 CHF | 199 530 CHF | 99,99% | 99,99% |
05/07/2024 | 0,75% | 99,36 % | 100,11 % | 201 000 | 199 000 | 200 826 | 199 045 | 199 666 CHF | 199 388 CHF | 100,00% | 100,00% |
04/07/2024 | 0,75% | 99,63 % | 100,38 % | 200 000 | 199 000 | 200 118 | 199 000 | 199 350 CHF | 199 729 CHF | 100,00% | 100,00% |
03/07/2024 | 0,76% | 99,27 % | 100,02 % | 201 000 | 199 000 | 201 858 | 200 354 | 199 491 CHF | 199 508 CHF | 99,95% | 99,95% |