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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 1,48% | 101,90 % | 102,70 % | 500 000 | 500 000 | 148 468 | 148 468 | 152 000 CHF | 153 556 CHF | 99,22% | 99,22% |
16/07/2024 | 1,69% | 102,20 % | 103,20 % | 500 000 | 500 000 | 148 208 | 148 208 | 151 265 CHF | 153 115 CHF | 100,00% | 100,00% |
15/07/2024 | 1,68% | 101,40 % | 102,40 % | 500 000 | 500 000 | 148 207 | 148 207 | 150 529 CHF | 152 379 CHF | 100,00% | 100,00% |
12/07/2024 | 1,49% | 102,60 % | 103,40 % | 500 000 | 500 000 | 148 204 | 148 204 | 152 126 CHF | 153 679 CHF | 100,00% | 100,00% |
11/07/2024 | 1,49% | 102,20 % | 103,00 % | 500 000 | 500 000 | 148 198 | 148 198 | 151 559 CHF | 153 112 CHF | 100,00% | 100,00% |
10/07/2024 | 1,70% | 102,20 % | 103,20 % | 500 000 | 500 000 | 148 201 | 148 201 | 150 453 CHF | 152 302 CHF | 100,00% | 100,00% |
09/07/2024 | 1,70% | 101,00 % | 102,00 % | 500 000 | 500 000 | 146 890 | 146 890 | 148 570 CHF | 150 408 CHF | 99,59% | 99,59% |
08/07/2024 | 1,50% | 101,60 % | 102,40 % | 500 000 | 500 000 | 148 219 | 148 219 | 150 270 CHF | 151 823 CHF | 100,00% | 100,00% |
05/07/2024 | 1,49% | 101,40 % | 102,20 % | 500 000 | 500 000 | 148 318 | 148 318 | 150 146 CHF | 151 699 CHF | 100,00% | 100,00% |
04/07/2024 | 1,60% | 103,00 % | 104,40 % | 50 000 | 50 000 | 50 000 | 50 000 | 51 449 CHF | 52 282 CHF | 99,45% | 99,45% |