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 | 1,00% | 99,60 % | 100,60 % | 500 000 | 500 000 | 149 514 | 149 514 | 148 990 CHF | 150 485 CHF | 98,69% | 98,69% |
15/07/2024 | 1,01% | 99,90 % | 100,90 % | 500 000 | 500 000 | 147 419 | 147 419 | 147 197 CHF | 148 675 CHF | 100,00% | 100,00% |
12/07/2024 | 0,80% | 99,90 % | 100,70 % | 500 000 | 500 000 | 148 129 | 148 129 | 147 830 CHF | 149 016 CHF | 100,00% | 100,00% |
11/07/2024 | 0,80% | 99,90 % | 100,70 % | 500 000 | 500 000 | 147 819 | 147 819 | 148 043 CHF | 149 228 CHF | 100,00% | 100,00% |
10/07/2024 | 1,00% | 100,10 % | 101,10 % | 500 000 | 500 000 | 148 194 | 148 194 | 148 369 CHF | 149 851 CHF | 100,00% | 100,00% |
09/07/2024 | 1,00% | 100,10 % | 101,10 % | 500 000 | 500 000 | 146 619 | 146 619 | 146 766 CHF | 148 233 CHF | 99,59% | 99,59% |
08/07/2024 | 0,80% | 99,90 % | 100,70 % | 500 000 | 500 000 | 148 264 | 148 264 | 148 176 CHF | 149 362 CHF | 100,00% | 100,00% |
05/07/2024 | 0,81% | 99,40 % | 100,20 % | 500 000 | 500 000 | 147 960 | 147 960 | 147 126 CHF | 148 311 CHF | 100,00% | 100,00% |
04/07/2024 | 1,01% | 99,80 % | 100,80 % | 50 000 | 50 000 | 49 524 | 49 524 | 49 398 CHF | 49 895 CHF | 99,38% | 99,38% |
03/07/2024 | 1,00% | 99,70 % | 100,70 % | 500 000 | 500 000 | 148 259 | 148 259 | 147 400 CHF | 148 883 CHF | 100,00% | 100,00% |