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% | 100,29 % | 100,99 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 526 CHF | 151 576 CHF | 89,70% | 89,70% |
15/07/2024 | 0,69% | 100,42 % | 101,12 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 709 CHF | 151 759 CHF | 100,00% | 100,00% |
12/07/2024 | 0,69% | 100,46 % | 101,16 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 709 CHF | 151 759 CHF | 78,50% | 78,50% |
11/07/2024 | 0,69% | 100,46 % | 101,16 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 676 CHF | 151 726 CHF | 100,00% | 100,00% |
10/07/2024 | 0,69% | 100,44 % | 101,14 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 579 CHF | 151 629 CHF | 94,72% | 94,72% |
09/07/2024 | 0,69% | 100,36 % | 101,06 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 596 CHF | 151 646 CHF | 97,75% | 97,75% |
08/07/2024 | 0,70% | 100,34 % | 101,04 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 496 CHF | 151 546 CHF | 99,77% | 99,77% |
05/07/2024 | 0,70% | 100,29 % | 100,99 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 132 CHF | 151 182 CHF | 100,00% | 100,00% |
04/07/2024 | 0,70% | 100,24 % | 100,94 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 429 CHF | 151 479 CHF | 98,26% | 98,26% |
03/07/2024 | 0,70% | 100,20 % | 100,90 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 326 CHF | 151 376 CHF | 100,00% | 100,00% |