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% | 103,10 % | 103,80 % | 150 000 | 150 000 | 150 000 | 150 000 | 154 660 CHF | 155 710 CHF | 89,72% | 89,72% |
15/07/2024 | 0,68% | 103,15 % | 103,85 % | 150 000 | 150 000 | 150 000 | 150 000 | 154 779 CHF | 155 829 CHF | 100,00% | 100,00% |
12/07/2024 | 0,68% | 103,12 % | 103,82 % | 150 000 | 150 000 | 150 000 | 150 000 | 154 651 CHF | 155 701 CHF | 78,50% | 78,50% |
11/07/2024 | 0,68% | 103,03 % | 103,73 % | 150 000 | 150 000 | 150 000 | 150 000 | 154 514 CHF | 155 564 CHF | 100,00% | 100,00% |
10/07/2024 | 0,68% | 103,02 % | 103,72 % | 150 000 | 150 000 | 150 000 | 150 000 | 154 484 CHF | 155 534 CHF | 94,74% | 94,74% |
09/07/2024 | 0,68% | 103,04 % | 103,74 % | 150 000 | 150 000 | 150 000 | 150 000 | 154 561 CHF | 155 611 CHF | 97,75% | 97,75% |
08/07/2024 | 0,68% | 102,98 % | 103,68 % | 150 000 | 150 000 | 150 000 | 150 000 | 154 522 CHF | 155 572 CHF | 99,76% | 99,76% |
05/07/2024 | 0,68% | 102,97 % | 103,67 % | 150 000 | 150 000 | 150 000 | 150 000 | 154 482 CHF | 155 532 CHF | 100,00% | 100,00% |
04/07/2024 | 0,68% | 102,99 % | 103,69 % | 150 000 | 150 000 | 150 000 | 150 000 | 154 499 CHF | 155 549 CHF | 98,26% | 98,26% |
03/07/2024 | 0,68% | 102,99 % | 103,69 % | 150 000 | 150 000 | 150 000 | 150 000 | 154 420 CHF | 155 470 CHF | 100,00% | 100,00% |