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 | 0,68% | 102,58 % | 103,28 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 807 CHF | 154 857 CHF | 89,70% | 89,70% |
15/07/2024 | 0,68% | 102,55 % | 103,25 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 843 CHF | 154 893 CHF | 100,00% | 100,00% |
12/07/2024 | 0,68% | 102,59 % | 103,29 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 798 CHF | 154 848 CHF | 78,50% | 78,50% |
11/07/2024 | 0,68% | 102,46 % | 103,16 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 644 CHF | 154 694 CHF | 100,00% | 100,00% |
10/07/2024 | 0,68% | 102,36 % | 103,06 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 632 CHF | 154 682 CHF | 94,74% | 94,74% |
09/07/2024 | 0,68% | 102,45 % | 103,15 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 668 CHF | 154 718 CHF | 97,76% | 97,76% |
08/07/2024 | 0,68% | 102,37 % | 103,07 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 574 CHF | 154 624 CHF | 99,78% | 99,78% |
05/07/2024 | 0,68% | 102,41 % | 103,11 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 576 CHF | 154 626 CHF | 100,00% | 100,00% |
04/07/2024 | 0,68% | 102,35 % | 103,05 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 472 CHF | 154 522 CHF | 98,26% | 98,26% |
03/07/2024 | 0,68% | 102,16 % | 102,86 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 191 CHF | 154 241 CHF | 100,00% | 100,00% |