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 | 0,92% | 86,23 % | 87,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 600 CHF | 217 600 CHF | 100,00% | 100,00% |
15/07/2024 | 0,91% | 86,62 % | 87,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 733 CHF | 220 733 CHF | 100,00% | 100,00% |
12/07/2024 | 0,91% | 87,77 % | 88,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 769 CHF | 220 769 CHF | 100,00% | 100,00% |
11/07/2024 | 0,91% | 87,27 % | 88,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 632 CHF | 219 632 CHF | 100,00% | 100,00% |
10/07/2024 | 0,92% | 86,82 % | 87,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 507 CHF | 218 507 CHF | 100,00% | 100,00% |
09/07/2024 | 0,92% | 86,53 % | 87,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 116 CHF | 219 116 CHF | 100,00% | 100,00% |
08/07/2024 | 0,92% | 86,50 % | 87,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 495 CHF | 218 495 CHF | 99,72% | 99,72% |
05/07/2024 | 0,92% | 86,30 % | 87,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 388 CHF | 218 388 CHF | 100,00% | 100,00% |
04/07/2024 | 0,92% | 86,63 % | 87,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 590 CHF | 218 590 CHF | 100,00% | 100,00% |
03/07/2024 | 0,92% | 86,55 % | 87,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 840 CHF | 217 840 CHF | 99,85% | 99,85% |