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% | 101,69 % | 102,39 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 498 CHF | 153 548 CHF | 89,73% | 89,73% |
15/07/2024 | 0,69% | 101,58 % | 102,28 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 443 CHF | 153 493 CHF | 100,00% | 100,00% |
12/07/2024 | 0,69% | 101,50 % | 102,20 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 234 CHF | 153 284 CHF | 78,50% | 78,50% |
11/07/2024 | 0,69% | 101,70 % | 102,40 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 482 CHF | 153 532 CHF | 100,00% | 100,00% |
10/07/2024 | 0,69% | 101,57 % | 102,27 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 264 CHF | 153 314 CHF | 94,74% | 94,74% |
09/07/2024 | 0,69% | 101,32 % | 102,02 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 229 CHF | 153 279 CHF | 97,75% | 97,75% |
08/07/2024 | 0,69% | 101,40 % | 102,10 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 251 CHF | 153 301 CHF | 99,79% | 99,79% |
05/07/2024 | 0,69% | 101,65 % | 102,35 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 558 CHF | 153 608 CHF | 100,00% | 100,00% |
04/07/2024 | 0,69% | 101,72 % | 102,42 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 551 CHF | 153 601 CHF | 98,27% | 98,27% |
03/07/2024 | 0,69% | 101,63 % | 102,33 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 337 CHF | 153 387 CHF | 100,00% | 100,00% |