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 | 0,69% | 101,50 % | 102,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 734 CHF | 255 484 CHF | 89,72% | 89,72% |
15/07/2024 | 0,69% | 101,52 % | 102,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 767 CHF | 255 517 CHF | 100,00% | 100,00% |
12/07/2024 | 0,69% | 101,46 % | 102,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 657 CHF | 255 407 CHF | 78,50% | 78,50% |
11/07/2024 | 0,69% | 101,46 % | 102,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 668 CHF | 255 418 CHF | 100,00% | 100,00% |
10/07/2024 | 0,69% | 101,38 % | 102,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 401 CHF | 255 151 CHF | 94,72% | 94,72% |
09/07/2024 | 0,69% | 101,33 % | 102,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 367 CHF | 255 117 CHF | 97,75% | 97,75% |
08/07/2024 | 0,69% | 101,43 % | 102,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 510 CHF | 255 260 CHF | 99,77% | 99,77% |
05/07/2024 | 0,69% | 101,36 % | 102,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 411 CHF | 255 161 CHF | 100,00% | 100,00% |
04/07/2024 | 0,69% | 101,34 % | 102,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 387 CHF | 255 137 CHF | 98,25% | 98,25% |
03/07/2024 | 0,69% | 101,36 % | 102,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 376 CHF | 255 126 CHF | 100,00% | 100,00% |