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% | 103,17 % | 103,95 % | 145 000 | 144 000 | 145 136 | 144 020 | 149 292 CHF | 149 256 CHF | 100,00% | 100,00% |
15/07/2024 | 0,75% | 102,96 % | 103,73 % | 145 000 | 144 000 | 144 318 | 143 152 | 149 397 CHF | 149 306 CHF | 99,99% | 99,99% |
12/07/2024 | 0,75% | 103,31 % | 104,09 % | 145 000 | 144 000 | 145 000 | 144 000 | 149 476 CHF | 149 568 CHF | 100,00% | 100,00% |
11/07/2024 | 0,75% | 103,13 % | 103,91 % | 145 000 | 144 000 | 145 000 | 144 000 | 149 332 CHF | 149 414 CHF | 100,00% | 100,00% |
10/07/2024 | 0,75% | 102,81 % | 103,58 % | 145 000 | 144 000 | 145 000 | 143 939 | 149 782 CHF | 149 808 CHF | 100,00% | 100,00% |
09/07/2024 | 0,75% | 103,56 % | 104,34 % | 144 000 | 143 000 | 144 425 | 143 111 | 149 412 CHF | 149 169 CHF | 100,00% | 100,00% |
08/07/2024 | 0,75% | 103,34 % | 104,12 % | 145 000 | 144 000 | 145 000 | 143 773 | 149 873 CHF | 149 726 CHF | 100,00% | 100,00% |
05/07/2024 | 0,75% | 103,45 % | 104,23 % | 144 000 | 143 000 | 144 331 | 143 150 | 149 353 CHF | 149 248 CHF | 100,00% | 100,00% |
04/07/2024 | 0,75% | 103,57 % | 104,35 % | 144 000 | 143 000 | 144 108 | 143 000 | 149 136 CHF | 149 105 CHF | 100,00% | 100,00% |
03/07/2024 | 0,75% | 103,44 % | 104,22 % | 145 000 | 143 000 | 144 950 | 143 761 | 149 846 CHF | 149 738 CHF | 100,00% | 100,00% |