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 | 0,49% | 105,10 % | 105,60 % | 500 000 | 500 000 | 145 056 | 145 056 | 152 465 CHF | 153 193 CHF | 99,60% | 99,60% |
15/07/2024 | 0,50% | 105,20 % | 105,70 % | 500 000 | 500 000 | 144 604 | 144 604 | 152 120 CHF | 152 849 CHF | 100,00% | 100,00% |
12/07/2024 | 0,49% | 105,30 % | 105,80 % | 500 000 | 500 000 | 145 067 | 145 067 | 152 618 CHF | 153 347 CHF | 100,00% | 100,00% |
11/07/2024 | 0,49% | 105,40 % | 105,90 % | 500 000 | 500 000 | 144 671 | 144 671 | 152 686 CHF | 153 415 CHF | 100,00% | 100,00% |
10/07/2024 | 0,49% | 105,30 % | 105,80 % | 500 000 | 500 000 | 145 143 | 145 143 | 152 871 CHF | 153 600 CHF | 100,00% | 100,00% |
09/07/2024 | 0,49% | 105,30 % | 105,80 % | 500 000 | 500 000 | 145 073 | 145 073 | 152 735 CHF | 153 464 CHF | 100,00% | 100,00% |
08/07/2024 | 0,49% | 105,40 % | 105,90 % | 500 000 | 500 000 | 145 120 | 145 120 | 153 069 CHF | 153 798 CHF | 100,00% | 100,00% |
05/07/2024 | 0,49% | 105,40 % | 105,90 % | 500 000 | 500 000 | 144 949 | 144 949 | 152 914 CHF | 153 643 CHF | 100,00% | 100,00% |
04/07/2024 | 0,48% | 105,50 % | 106,00 % | 50 000 | 50 000 | 49 779 | 49 779 | 52 528 CHF | 52 778 CHF | 99,45% | 99,45% |
03/07/2024 | 0,49% | 105,50 % | 106,00 % | 500 000 | 500 000 | 145 011 | 145 011 | 152 606 CHF | 153 335 CHF | 100,00% | 100,00% |