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 | 0,80% | 100,57 % | 101,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 439 CHF | 253 464 CHF | 94,98% | 94,98% |
15/07/2024 | 0,80% | 100,62 % | 101,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 469 CHF | 253 494 CHF | 100,00% | 100,00% |
12/07/2024 | 0,80% | 100,42 % | 101,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 089 CHF | 253 114 CHF | 100,00% | 100,00% |
11/07/2024 | 0,80% | 100,27 % | 101,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 794 CHF | 252 817 CHF | 100,00% | 100,00% |
10/07/2024 | 0,80% | 100,28 % | 101,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 511 CHF | 252 515 CHF | 100,00% | 100,00% |
09/07/2024 | 0,80% | 100,14 % | 100,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 511 CHF | 252 516 CHF | 100,00% | 100,00% |
08/07/2024 | 0,80% | 100,08 % | 100,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 155 CHF | 252 155 CHF | 99,61% | 99,61% |
05/07/2024 | 0,80% | 99,91 % | 100,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 119 CHF | 252 119 CHF | 100,00% | 100,00% |
04/07/2024 | 0,80% | 100,06 % | 100,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 164 CHF | 252 164 CHF | 100,00% | 100,00% |
03/07/2024 | 0,80% | 100,12 % | 100,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 424 CHF | 252 428 CHF | 99,80% | 99,80% |