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% | 100,44 % | 101,14 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 643 CHF | 151 693 CHF | 89,70% | 89,70% |
15/07/2024 | 0,69% | 100,43 % | 101,13 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 666 CHF | 151 716 CHF | 100,00% | 100,00% |
12/07/2024 | 0,69% | 100,45 % | 101,15 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 657 CHF | 151 707 CHF | 78,49% | 78,49% |
11/07/2024 | 0,69% | 100,43 % | 101,13 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 647 CHF | 151 697 CHF | 100,00% | 100,00% |
10/07/2024 | 0,69% | 100,42 % | 101,12 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 602 CHF | 151 652 CHF | 94,72% | 94,72% |
09/07/2024 | 0,69% | 100,40 % | 101,10 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 611 CHF | 151 661 CHF | 97,76% | 97,76% |
08/07/2024 | 0,69% | 100,39 % | 101,09 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 566 CHF | 151 616 CHF | 99,78% | 99,78% |
05/07/2024 | 0,70% | 100,34 % | 101,04 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 547 CHF | 151 597 CHF | 100,00% | 100,00% |
04/07/2024 | 0,70% | 100,37 % | 101,07 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 531 CHF | 151 581 CHF | 98,25% | 98,25% |
03/07/2024 | 0,70% | 100,34 % | 101,04 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 495 CHF | 151 545 CHF | 100,00% | 100,00% |