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 | 0,70% | 99,89 % | 100,59 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 799 CHF | 150 849 CHF | 89,70% | 89,70% |
15/07/2024 | 0,70% | 99,89 % | 100,59 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 861 CHF | 150 911 CHF | 100,00% | 100,00% |
12/07/2024 | 0,70% | 99,90 % | 100,60 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 843 CHF | 150 893 CHF | 78,49% | 78,49% |
11/07/2024 | 0,70% | 99,88 % | 100,58 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 824 CHF | 150 874 CHF | 99,97% | 99,97% |
10/07/2024 | 0,70% | 99,85 % | 100,55 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 730 CHF | 150 780 CHF | 94,72% | 94,72% |
09/07/2024 | 0,70% | 99,80 % | 100,50 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 750 CHF | 150 800 CHF | 97,75% | 97,75% |
08/07/2024 | 0,70% | 99,80 % | 100,50 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 665 CHF | 150 715 CHF | 99,77% | 99,77% |
05/07/2024 | 0,69% | 100,46 % | 101,16 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 780 CHF | 151 830 CHF | 100,00% | 100,00% |
04/07/2024 | 0,69% | 100,50 % | 101,20 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 723 CHF | 151 773 CHF | 98,26% | 98,26% |
03/07/2024 | 0,70% | 100,34 % | 101,04 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 492 CHF | 151 542 CHF | 100,00% | 100,00% |