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 | 0,69% | 101,26 % | 101,96 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 617 CHF | 152 667 CHF | 89,70% | 89,70% |
15/07/2024 | 0,69% | 100,82 % | 101,52 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 292 CHF | 152 342 CHF | 100,00% | 100,00% |
12/07/2024 | 0,69% | 100,94 % | 101,64 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 398 CHF | 152 448 CHF | 78,49% | 78,49% |
11/07/2024 | 0,69% | 100,95 % | 101,65 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 435 CHF | 152 485 CHF | 100,00% | 100,00% |
10/07/2024 | 0,69% | 100,84 % | 101,54 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 172 CHF | 152 222 CHF | 94,74% | 94,74% |
09/07/2024 | 0,69% | 100,50 % | 101,20 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 918 CHF | 151 968 CHF | 97,76% | 97,76% |
08/07/2024 | 0,69% | 100,66 % | 101,36 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 006 CHF | 152 056 CHF | 99,78% | 99,78% |
05/07/2024 | 0,69% | 100,46 % | 101,16 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 771 CHF | 151 821 CHF | 100,00% | 100,00% |
04/07/2024 | 0,69% | 100,52 % | 101,22 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 723 CHF | 151 773 CHF | 98,27% | 98,27% |
03/07/2024 | 0,70% | 100,31 % | 101,01 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 316 CHF | 151 366 CHF | 100,00% | 100,00% |