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 | 0,74% | 100,54 % | 101,29 % | 198 000 | 197 000 | 198 832 | 197 000 | 199 678 CHF | 199 316 CHF | 100,00% | 100,00% |
15/07/2024 | 0,74% | 100,51 % | 101,26 % | 198 000 | 197 000 | 198 806 | 197 000 | 199 685 CHF | 199 349 CHF | 99,98% | 99,98% |
12/07/2024 | 0,75% | 100,77 % | 101,53 % | 198 000 | 196 000 | 198 028 | 196 960 | 199 267 CHF | 199 690 CHF | 100,00% | 100,00% |
11/07/2024 | 0,74% | 100,66 % | 101,41 % | 198 000 | 197 000 | 198 000 | 196 999 | 199 312 CHF | 199 782 CHF | 100,00% | 100,00% |
10/07/2024 | 0,75% | 100,63 % | 101,39 % | 198 000 | 197 000 | 198 111 | 197 000 | 199 254 CHF | 199 626 CHF | 100,00% | 100,00% |
09/07/2024 | 0,75% | 100,14 % | 100,90 % | 199 000 | 198 000 | 198 747 | 197 238 | 199 566 CHF | 199 550 CHF | 99,99% | 99,99% |
08/07/2024 | 0,75% | 100,65 % | 101,41 % | 198 000 | 197 000 | 197 921 | 196 167 | 199 638 CHF | 199 360 CHF | 100,00% | 100,00% |
05/07/2024 | 0,75% | 101,02 % | 101,78 % | 197 000 | 196 000 | 197 921 | 196 026 | 199 755 CHF | 199 332 CHF | 99,99% | 99,99% |
04/07/2024 | 0,75% | 101,13 % | 101,89 % | 197 000 | 196 000 | 197 007 | 196 000 | 199 204 CHF | 199 676 CHF | 100,00% | 100,00% |
03/07/2024 | 0,75% | 100,89 % | 101,65 % | 198 000 | 196 000 | 198 000 | 196 072 | 199 702 CHF | 199 247 CHF | 99,99% | 99,99% |