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% | 101,04 % | 101,74 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 435 CHF | 152 485 CHF | 89,70% | 89,70% |
15/07/2024 | 0,69% | 101,04 % | 101,74 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 547 CHF | 152 597 CHF | 100,00% | 100,00% |
12/07/2024 | 0,69% | 101,03 % | 101,73 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 474 CHF | 152 524 CHF | 78,49% | 78,49% |
11/07/2024 | 0,69% | 101,00 % | 101,70 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 429 CHF | 152 479 CHF | 100,00% | 100,00% |
10/07/2024 | 0,69% | 100,72 % | 101,42 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 980 CHF | 152 030 CHF | 94,72% | 94,72% |
09/07/2024 | 0,69% | 100,64 % | 101,34 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 892 CHF | 151 942 CHF | 97,75% | 97,75% |
08/07/2024 | 0,69% | 100,64 % | 101,34 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 095 CHF | 152 145 CHF | 99,77% | 99,77% |
05/07/2024 | 0,69% | 100,73 % | 101,43 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 166 CHF | 152 216 CHF | 100,00% | 100,00% |
04/07/2024 | 0,69% | 100,80 % | 101,50 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 179 CHF | 152 229 CHF | 98,25% | 98,25% |
03/07/2024 | 0,69% | 100,82 % | 101,52 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 158 CHF | 152 208 CHF | 100,00% | 100,00% |