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% | 99,67 % | 100,37 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 517 CHF | 150 567 CHF | 89,70% | 89,70% |
15/07/2024 | 0,70% | 99,74 % | 100,44 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 800 CHF | 150 850 CHF | 100,00% | 100,00% |
12/07/2024 | 0,70% | 99,94 % | 100,64 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 858 CHF | 150 908 CHF | 78,49% | 78,49% |
11/07/2024 | 0,70% | 99,86 % | 100,56 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 759 CHF | 150 809 CHF | 100,00% | 100,00% |
10/07/2024 | 0,70% | 99,79 % | 100,49 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 521 CHF | 150 571 CHF | 94,72% | 94,72% |
09/07/2024 | 0,70% | 99,63 % | 100,33 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 579 CHF | 150 629 CHF | 97,75% | 97,75% |
08/07/2024 | 0,70% | 99,64 % | 100,34 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 446 CHF | 150 496 CHF | 99,77% | 99,77% |
05/07/2024 | 0,70% | 99,53 % | 100,23 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 061 CHF | 150 111 CHF | 100,00% | 100,00% |
04/07/2024 | 0,70% | 99,60 % | 100,30 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 336 CHF | 150 386 CHF | 98,25% | 98,25% |
03/07/2024 | 0,70% | 99,52 % | 100,22 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 201 CHF | 150 251 CHF | 100,00% | 100,00% |